+1,424.9%
MU vs BITO
-5.0%
+1,430.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.8% |
| 7D | +9.0% | +2.9% | +6.1% | +8.0% |
| 30D | +13.8% | +22.6% | -8.8% | +7.1% |
| 3M | +2.1% | +24.7% | -22.6% | -3.9% |
| 6M | +153.8% | +7.5% | +146.3% | +149.0% |
| YTD | +256.4% | -10.8% | +267.2% | +263.3% |
| 1Y | +719.8% | -29.9% | +749.7% | +788.4% |
| 3Y | +1,360.4% | +158.9% | +1,201.4% | +1,011.6% |
| All | +1,424.9% | -5.0% | +1,430.0% | +1,334.6% |
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