+18.1%
MCHP vs BITO
-30.5%
+48.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | +1.7% | +2.9% | -1.2% | +0.9% |
| 30D | -4.1% | +22.6% | -26.7% | -9.4% |
| 3M | -22.5% | +24.7% | -47.2% | -26.9% |
| 6M | +7.3% | +7.5% | -0.2% | +3.9% |
| YTD | +18.4% | -10.8% | +29.2% | +22.0% |
| 1Y | +18.1% | -29.9% | +48.0% | +39.0% |
| All | +18.1% | -30.5% | +48.7% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling