-21.6%
BITO vs MULL
+2,366.2%
-2,387.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.0% | -0.5% |
| 7D | -5.8% | +3.6% | -9.4% | -6.2% |
| 30D | +21.1% | +22.0% | -0.9% | +18.3% |
| 3M | +23.5% | -8.6% | +32.1% | +18.8% |
| 6M | +8.3% | +248.5% | -240.2% | -14.1% |
| YTD | -13.9% | +516.3% | -530.2% | -37.4% |
| 1Y | -34.5% | +2,036.6% | -2,071.2% | -60.4% |
| All | -21.6% | +2,366.2% | -2,387.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling