+18.6%
MCD vs BITO
-8.3%
+26.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.4% |
| 30D | -7.0% | +21.1% | -28.2% | -7.4% |
| 3M | -9.8% | +23.5% | -33.3% | -10.2% |
| 6M | -21.8% | +8.3% | -30.0% | -21.9% |
| YTD | -15.6% | -13.9% | -1.7% | -15.4% |
| 1Y | -15.2% | -34.5% | +19.4% | -14.4% |
| 3Y | -2.6% | +147.0% | -149.6% | -8.2% |
| All | +18.6% | -8.3% | +26.9% | +11.6% |
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