+1,067.7%
MU vs BITO
-18.9%
+1,086.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.5% |
| 7D | +12.8% | -9.2% | +22.0% | +16.0% |
| 30D | -14.9% | -15.9% | +1.1% | -10.2% |
| 3M | -18.0% | +7.3% | -25.4% | -19.7% |
| 6M | -3.1% | -15.2% | +12.1% | +1.6% |
| YTD | +172.9% | -23.8% | +196.7% | +191.9% |
| 1Y | +228.8% | -32.2% | +261.0% | +261.7% |
| 3Y | +950.8% | +55.1% | +895.8% | +823.0% |
| 5Y | +931.3% | -16.7% | +948.0% | +912.2% |
| All | +1,067.7% | -18.9% | +1,086.5% | +1,052.6% |
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