+19.9%
MCD vs BITO
-6.8%
+26.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -2.0% | +1.5% | -3.6% | -2.1% |
| 30D | -6.1% | +20.0% | -26.2% | -6.5% |
| 3M | -7.3% | +22.8% | -30.0% | -7.7% |
| 6M | -20.9% | +13.1% | -34.0% | -21.2% |
| YTD | -14.7% | -12.5% | -2.2% | -14.5% |
| 1Y | -16.1% | -32.6% | +16.4% | -15.4% |
| 3Y | -1.5% | +151.0% | -152.6% | -7.2% |
| All | +19.9% | -6.8% | +26.7% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling