+2,444.0%
MULL vs FBTC
-9.4%
+2,453.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -1.3% |
| 7D | +14.0% | +1.5% | +12.4% | +11.5% |
| 30D | +24.8% | +20.7% | +4.1% | +0.8% |
| 3M | -16.1% | +23.7% | -39.8% | -32.1% |
| 6M | +330.9% | +15.0% | +315.9% | +289.6% |
| YTD | +545.0% | -10.5% | +555.5% | +604.5% |
| 1Y | +2,427.1% | -30.3% | +2,457.4% | +3,521.1% |
| All | +2,444.0% | -9.4% | +2,453.4% | +3,062.1% |
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