+82.5%
MCK vs FBTC
+60.2%
+22.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -3.2% |
| 30D | +0.4% | +22.0% | -21.6% | +2.1% |
| 3M | +12.1% | +21.6% | -9.5% | +14.0% |
| 6M | -5.4% | +9.2% | -14.7% | -4.4% |
| YTD | +7.8% | -11.8% | +19.6% | +8.3% |
| 1Y | +22.9% | -32.7% | +55.6% | +22.2% |
| All | +82.5% | +60.2% | +22.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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