+504.0%
MCO vs FWONK
+276.9%
+227.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -0.4% | -7.7% | +7.3% | +2.3% |
| 3M | +7.7% | +5.7% | +2.0% | +5.5% |
| 6M | +7.0% | +13.5% | -6.5% | +2.0% |
| YTD | -6.4% | -3.0% | -3.4% | -6.2% |
| 1Y | -7.6% | -6.4% | -1.2% | -6.5% |
| 3Y | +43.2% | +43.8% | -0.6% | +23.1% |
| 5Y | +29.6% | +98.6% | -69.0% | -1.1% |
| 10Y | +389.2% | +340.0% | +49.2% | +177.7% |
| All | +504.0% | +276.9% | +227.1% | +224.7% |
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 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