+34.7%
MRK vs FBTC
+62.0%
-27.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -2.7% | +1.1% | -3.8% | -2.7% |
| 30D | +12.7% | +22.3% | -9.6% | +12.4% |
| 3M | +24.2% | +26.0% | -1.7% | +23.8% |
| 6M | +27.8% | +13.2% | +14.7% | +27.6% |
| YTD | +42.2% | -10.7% | +53.0% | +42.4% |
| 1Y | +80.2% | -30.0% | +110.2% | +81.3% |
| All | +34.7% | +62.0% | -27.3% | +34.9% |
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