+66.4%
FBTC vs MTB
+90.3%
-23.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +22.3% | -4.6% | +26.9% | +24.5% |
| 3M | +26.0% | +6.3% | +19.7% | +21.9% |
| 6M | +13.2% | +15.6% | -2.4% | +4.8% |
| YTD | -10.7% | +20.6% | -31.3% | -19.1% |
| 1Y | -30.0% | +22.5% | -52.5% | -37.2% |
| All | +66.4% | +90.3% | -23.8% | +28.6% |
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