+7.9%
MLM vs FBTC
+52.5%
-44.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.9% | -5.4% | +2.5% | -2.3% |
| 30D | +10.4% | -10.5% | +20.9% | +11.6% |
| 3M | -3.7% | +15.1% | -18.8% | -5.3% |
| 6M | -10.3% | -8.3% | -2.0% | -9.7% |
| YTD | -14.8% | -16.0% | +1.2% | -13.9% |
| 1Y | -13.9% | -30.7% | +16.8% | -11.2% |
| All | +7.9% | +52.5% | -44.7% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling