-7.9%
MCHP vs BITO
+19.9%
-27.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -3.4% | +3.5% | +0.4% |
| 30D | -6.0% | +21.4% | -27.4% | -7.5% |
| All | -7.9% | +19.9% | -27.7% | -9.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling