+412.1%
MCK vs FWONK
+276.9%
+135.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | -7.7% | +8.2% | +2.0% |
| 3M | +12.1% | +5.7% | +6.4% | +10.7% |
| 6M | -5.4% | +13.5% | -18.9% | -8.0% |
| YTD | +7.8% | -3.0% | +10.8% | +7.9% |
| 1Y | +22.9% | -6.4% | +29.4% | +23.9% |
| 3Y | +110.7% | +43.8% | +66.9% | +92.3% |
| 5Y | +346.2% | +98.6% | +247.6% | +272.8% |
| 10Y | +440.1% | +340.0% | +100.1% | +271.5% |
| All | +412.1% | +276.9% | +135.2% | +237.1% |
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