-10.6%
BITO vs MXL
+45.8%
-56.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -1.2% |
| 7D | -3.4% | +18.9% | -22.3% | -6.2% |
| 30D | +21.4% | +0.3% | +21.1% | +20.4% |
| 3M | +20.5% | -8.0% | +28.5% | +17.0% |
| 6M | +7.4% | +341.2% | -333.9% | -31.2% |
| YTD | -13.9% | +327.8% | -341.7% | -44.7% |
| 1Y | -35.1% | +364.9% | -400.0% | -59.6% |
| 3Y | +156.8% | +229.2% | -72.4% | +52.2% |
| All | -10.6% | +45.8% | -56.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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