+2,581.4%
MULL vs FBTC
-9.7%
+2,591.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.7% |
| 7D | +14.8% | +1.1% | +13.7% | +12.7% |
| 30D | +36.6% | +22.3% | +14.3% | +8.7% |
| 3M | -8.9% | +26.0% | -34.9% | -27.7% |
| 6M | +311.9% | +13.2% | +298.8% | +277.4% |
| YTD | +579.8% | -10.7% | +590.6% | +644.4% |
| 1Y | +2,421.5% | -30.0% | +2,451.5% | +3,499.0% |
| All | +2,581.4% | -9.7% | +2,591.0% | +3,241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling