+64.0%
FBTC vs MTB
+91.1%
-27.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | +21.4% | -4.6% | +26.0% | +23.7% |
| 3M | +24.5% | +7.4% | +17.0% | +19.9% |
| 6M | +9.9% | +18.7% | -8.8% | +0.6% |
| YTD | -12.0% | +21.1% | -33.1% | -20.4% |
| 1Y | -32.3% | +24.1% | -56.4% | -39.7% |
| All | +64.0% | +91.1% | -27.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling