+9.5%
MCHP vs FWONK
+7.3%
+2.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +7.7% | -21.6% | -12.9% |
| 7D | -20.1% | +15.0% | -35.1% | -19.3% |
| 30D | -20.2% | +11.5% | -31.7% | -19.3% |
| 3M | -16.1% | +10.9% | -27.0% | -15.0% |
| 6M | -33.4% | +21.9% | -55.3% | -33.6% |
| YTD | +3.5% | +8.1% | -4.6% | -3.1% |
| 1Y | +9.5% | +5.0% | +4.4% | +5.5% |
| All | +9.5% | +7.3% | +2.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling