+45.4%
MRK vs BITO
+149.6%
-104.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | -3.4% | -0.8% | -4.2% |
| 30D | +8.3% | +21.4% | -13.1% | +7.9% |
| 3M | +20.0% | +20.5% | -0.5% | +19.6% |
| 6M | +25.7% | +7.4% | +18.3% | +25.5% |
| YTD | +38.7% | -13.9% | +52.6% | +39.0% |
| 1Y | +74.7% | -35.1% | +109.7% | +76.2% |
| 3Y | +45.4% | +156.8% | -111.5% | +35.2% |
| All | +45.4% | +149.6% | -104.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling