-20.3%
MDB vs FBTC
+56.9%
-77.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -11.4% | -1.2% | -10.2% | -11.0% |
| 30D | -13.8% | -9.1% | -4.7% | -11.3% |
| 3M | -15.5% | +17.6% | -33.0% | -18.8% |
| 6M | +17.9% | -7.1% | +25.0% | +19.7% |
| YTD | -25.5% | -13.6% | -11.9% | -23.6% |
| 1Y | -12.1% | -25.1% | +13.0% | -6.8% |
| All | -20.3% | +56.9% | -77.3% | -30.8% |
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 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