+233.4%
MXL vs FBTC
+62.0%
+171.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.6% |
| 7D | +19.0% | +1.1% | +17.9% | +18.2% |
| 30D | +4.5% | +22.3% | -17.8% | -4.0% |
| 3M | -1.5% | +26.0% | -27.5% | -10.3% |
| 6M | +348.6% | +13.2% | +335.5% | +325.0% |
| YTD | +310.3% | -10.7% | +321.0% | +318.0% |
| 1Y | +344.7% | -30.0% | +374.7% | +395.4% |
| All | +233.4% | +62.0% | +171.3% | +187.1% |
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