-13.4%
MLM vs FBTC
-29.8%
+16.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | -3.8% | -2.4% | -1.5% | -3.6% |
| 30D | +11.0% | -9.1% | +20.1% | +11.7% |
| 3M | -3.1% | +15.0% | -18.1% | -4.3% |
| 6M | -9.8% | -6.9% | -2.9% | -9.1% |
| YTD | -14.4% | -14.7% | +0.3% | -14.5% |
| All | -13.4% | -29.8% | +16.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling