+138.8%
MTZ vs FBTC
+56.9%
+81.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.7% |
| 7D | -6.4% | -1.2% | -5.2% | -6.2% |
| 30D | -22.1% | -9.1% | -13.0% | -20.1% |
| 3M | -32.7% | +17.6% | -50.2% | -36.2% |
| 6M | -59.8% | -7.1% | -52.7% | -59.3% |
| YTD | -19.9% | -13.6% | -6.4% | -18.1% |
| 1Y | -11.5% | -25.1% | +13.6% | -6.0% |
| All | +138.8% | +56.9% | +81.8% | +103.3% |
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 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