+249.9%
MCD vs FWONK
+274.4%
-24.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -6.1% | -7.7% | +1.5% | -4.6% |
| 3M | -7.3% | +9.3% | -16.6% | -9.1% |
| 6M | -20.9% | +13.3% | -34.3% | -23.2% |
| YTD | -14.7% | -3.6% | -11.0% | -14.4% |
| 1Y | -16.1% | -6.8% | -9.4% | -15.4% |
| 3Y | -1.5% | +43.9% | -45.4% | -10.9% |
| 5Y | +20.4% | +94.4% | -74.0% | 0.0% |
| 10Y | +180.0% | +353.8% | -173.8% | +89.6% |
| All | +249.9% | +274.4% | -24.5% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling