+26.8%
MCO vs FBTC
+59.7%
-32.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -7.3% | -5.8% | -1.5% | -6.7% |
| 30D | -1.7% | +21.4% | -23.1% | -3.7% |
| 3M | +3.9% | +24.5% | -20.5% | +1.5% |
| 6M | +3.8% | +9.9% | -6.1% | +2.5% |
| YTD | -7.9% | -12.0% | +4.1% | -7.2% |
| 1Y | -6.8% | -32.3% | +25.5% | -3.9% |
| All | +26.8% | +59.7% | -32.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling