+18.8%
MCD vs BITO
-7.1%
+25.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +1.1% | -3.9% | -2.9% |
| 30D | -6.7% | +21.8% | -28.5% | -7.1% |
| 3M | -9.6% | +25.0% | -34.6% | -10.0% |
| 6M | -22.3% | +11.3% | -33.7% | -22.5% |
| YTD | -15.4% | -12.7% | -2.7% | -15.3% |
| 1Y | -16.8% | -32.3% | +15.5% | -16.1% |
| 3Y | -2.4% | +150.3% | -152.7% | -8.1% |
| All | +18.8% | -7.1% | +25.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling