-1.4%
MDLZ vs FBTC
+56.9%
-58.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | -1.2% | +2.9% | +1.6% |
| 30D | +11.2% | -9.1% | +20.3% | +11.0% |
| 3M | +6.1% | +17.6% | -11.4% | +6.3% |
| 6M | +8.6% | -7.1% | +15.6% | +8.7% |
| YTD | +25.8% | -13.6% | +39.4% | +26.2% |
| 1Y | +21.7% | -25.1% | +46.7% | +22.0% |
| All | -1.4% | +56.9% | -58.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling