+10.2%
MTUM vs FBTC
-23.0%
+33.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.6% |
| 7D | -10.1% | -1.8% | -8.3% | -9.7% |
| 30D | -15.6% | -6.6% | -8.9% | -14.2% |
| 3M | -12.7% | +24.5% | -37.3% | -17.5% |
| 6M | -3.7% | -0.2% | -3.5% | -4.1% |
| YTD | +9.4% | -8.7% | +18.1% | +8.3% |
| 1Y | +10.2% | -20.7% | +31.0% | +12.2% |
| All | +10.2% | -23.0% | +33.3% | +12.2% |
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