+10.5%
MCHP vs BITO
-8.3%
+18.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -3.4% | +3.5% | +0.9% |
| 30D | -6.0% | +21.4% | -27.4% | -10.5% |
| 3M | -19.7% | +20.5% | -40.2% | -23.2% |
| 6M | +14.0% | +7.4% | +6.7% | +11.7% |
| YTD | +18.4% | -13.9% | +32.3% | +20.9% |
| 1Y | +17.1% | -35.1% | +52.2% | +27.6% |
| 3Y | +0.7% | +156.8% | -156.1% | -24.7% |
| All | +10.5% | -8.3% | +18.8% | -3.9% |
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