+27.5%
MCD vs BITO
-18.9%
+46.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -1.6% | -9.2% | +7.6% | -1.4% |
| 30D | +14.1% | -15.9% | +30.1% | +14.5% |
| 3M | +0.6% | +7.3% | -6.7% | +0.4% |
| 6M | 0.0% | -15.2% | +15.2% | +0.3% |
| YTD | -9.3% | -23.8% | +14.5% | -8.8% |
| 1Y | -9.3% | -32.2% | +22.9% | -8.6% |
| 3Y | +8.6% | +55.1% | -46.5% | +4.4% |
| 5Y | +21.9% | -16.7% | +38.6% | +15.4% |
| All | +27.5% | -18.9% | +46.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling