-20.7%
FBTC vs MTB
+27.0%
-47.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.6% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | -6.6% | +2.9% | -9.6% | -7.1% |
| 3M | +24.5% | -10.7% | +35.2% | +26.6% |
| 6M | -0.2% | +6.3% | -6.5% | -3.6% |
| YTD | -8.7% | +13.8% | -22.5% | -14.2% |
| 1Y | -20.7% | +27.7% | -48.5% | -28.5% |
| All | -20.7% | +27.0% | -47.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling