+46.4%
FBTC vs MDY
+39.2%
+7.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -9.2% | +2.3% | -11.4% | -11.4% |
| 30D | -15.8% | +2.0% | -17.8% | -17.5% |
| 3M | +8.7% | -5.6% | +14.3% | +15.6% |
| 6M | -13.6% | +1.3% | -14.9% | -15.2% |
| YTD | -21.5% | +12.3% | -33.8% | -30.9% |
| 1Y | -29.9% | +15.8% | -45.7% | -40.4% |
| All | +46.4% | +39.2% | +7.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling