+96.6%
MTUM vs FBTC
+60.2%
+36.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -3.1% | +3.8% | +1.3% |
| 30D | -2.4% | +22.0% | -24.5% | -6.1% |
| 3M | -3.6% | +21.6% | -25.3% | -7.2% |
| 6M | +23.7% | +9.2% | +14.4% | +21.2% |
| YTD | +22.9% | -11.8% | +34.7% | +23.9% |
| 1Y | +21.8% | -32.7% | +54.4% | +27.7% |
| All | +96.6% | +60.2% | +36.4% | +82.3% |
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