+32.2%
MRK vs FBTC
+59.7%
-27.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -5.0% | -5.8% | +0.8% | -4.9% |
| 30D | +11.0% | +21.4% | -10.5% | +10.7% |
| 3M | +22.4% | +24.5% | -2.1% | +22.0% |
| 6M | +25.4% | +9.9% | +15.5% | +25.2% |
| YTD | +39.5% | -12.0% | +51.5% | +39.7% |
| 1Y | +78.0% | -32.3% | +110.3% | +79.2% |
| All | +32.2% | +59.7% | -27.6% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling