+66.9%
FBTC vs MDY
+41.9%
+25.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.0% |
| 7D | +1.5% | +1.0% | +0.5% | +0.5% |
| 30D | +20.7% | -3.1% | +23.8% | +24.8% |
| 3M | +23.7% | +1.8% | +21.8% | +20.8% |
| 6M | +15.0% | +10.8% | +4.2% | +2.1% |
| YTD | -10.5% | +14.4% | -24.9% | -22.8% |
| 1Y | -30.3% | +15.2% | -45.5% | -40.2% |
| All | +66.9% | +41.9% | +25.0% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling