-9.3%
MDB vs FBTC
+62.5%
-71.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.0% |
| 7D | -18.0% | +1.5% | -19.6% | -18.3% |
| 30D | -10.7% | +20.7% | -31.4% | -15.2% |
| 3M | +1.0% | +23.7% | -22.7% | -4.7% |
| 6M | +31.6% | +15.0% | +16.6% | +25.6% |
| YTD | -15.2% | -10.5% | -4.7% | -14.1% |
| 1Y | +10.1% | -30.3% | +40.4% | +17.9% |
| All | -9.3% | +62.5% | -71.8% | -22.2% |
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