+199.5%
MCHP vs FWONK
+340.2%
-140.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -6.0% | -7.7% | +1.7% | -2.7% |
| 3M | -19.7% | +5.7% | -25.4% | -22.3% |
| 6M | +14.0% | +13.5% | +0.6% | +6.4% |
| YTD | +18.4% | -3.0% | +21.4% | +18.2% |
| 1Y | +17.1% | -6.4% | +23.5% | +18.7% |
| 3Y | +0.7% | +43.8% | -43.1% | -17.7% |
| 5Y | +5.1% | +98.6% | -93.5% | -27.0% |
| All | +199.5% | +340.2% | -140.7% | +63.6% |
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