+14.2%
MDT vs FBTC
+59.7%
-45.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.6% | -5.8% | +4.2% | -1.4% |
| 30D | +1.0% | +21.4% | -20.4% | +0.3% |
| 3M | +15.2% | +24.5% | -9.3% | +14.1% |
| 6M | +3.7% | +9.9% | -6.2% | +3.2% |
| YTD | -3.0% | -12.0% | +9.1% | -2.5% |
| 1Y | +2.5% | -32.3% | +34.8% | +4.2% |
| All | +14.2% | +59.7% | -45.5% | +14.5% |
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