+2,302.1%
MULL vs FBTC
-10.7%
+2,312.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -8.4% | -3.1% | -5.3% | -5.4% |
| 30D | +9.7% | +22.0% | -12.3% | -12.4% |
| 3M | -26.8% | +21.6% | -48.4% | -40.0% |
| 6M | +220.7% | +9.2% | +211.5% | +203.4% |
| YTD | +509.0% | -11.8% | +520.8% | +575.6% |
| 1Y | +1,739.5% | -32.7% | +1,772.2% | +2,630.0% |
| All | +2,302.1% | -10.7% | +2,312.8% | +2,932.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling