+46.4%
FBTC vs MTB
+76.8%
-30.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | -9.2% | +1.5% | -10.7% | -9.8% |
| 30D | -15.8% | +2.3% | -18.1% | -16.6% |
| 3M | +8.7% | -12.1% | +20.8% | +14.4% |
| 6M | -13.6% | +9.8% | -23.4% | -18.2% |
| YTD | -21.5% | +12.0% | -33.5% | -26.7% |
| 1Y | -29.9% | +22.0% | -52.0% | -37.4% |
| All | +46.4% | +76.8% | -30.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling