-9.3%
MDLZ vs FBTC
+65.3%
-74.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.3% |
| 7D | -1.7% | +2.9% | -4.7% | -1.7% |
| 30D | -2.1% | +23.0% | -25.1% | -1.9% |
| 3M | +1.3% | +25.6% | -24.3% | +1.6% |
| 6M | +6.2% | +9.0% | -2.8% | +6.4% |
| YTD | +15.8% | -8.9% | +24.7% | +16.2% |
| 1Y | +4.1% | -27.5% | +31.7% | +4.6% |
| All | -9.3% | +65.3% | -74.6% | -6.8% |
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