-21.6%
BITO vs MULL
+2,337.2%
-2,358.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | -8.4% | +5.0% | -2.7% |
| 30D | +21.4% | +9.7% | +11.7% | +19.8% |
| 3M | +20.5% | -26.8% | +47.3% | +18.9% |
| 6M | +7.4% | +220.7% | -213.3% | -14.0% |
| YTD | -13.9% | +509.0% | -522.9% | -37.4% |
| 1Y | -35.1% | +1,739.5% | -1,774.6% | -60.0% |
| All | -21.6% | +2,337.2% | -2,358.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling