+176.9%
MCD vs FWONK
+340.2%
-163.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -7.8% | -7.7% | 0.0% | -6.1% |
| 3M | -10.7% | +5.7% | -16.4% | -11.9% |
| 6M | -21.3% | +13.5% | -34.7% | -23.7% |
| YTD | -15.8% | -3.0% | -12.8% | -15.6% |
| 1Y | -16.0% | -6.4% | -9.6% | -15.3% |
| 3Y | -3.0% | +43.8% | -46.8% | -13.2% |
| 5Y | +18.6% | +98.6% | -79.9% | -4.5% |
| All | +176.9% | +340.2% | -163.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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