-7.7%
MDB vs FWONK
+0.2%
-7.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.7% |
| 7D | -16.5% | +8.9% | -25.4% | -17.9% |
| 30D | -8.6% | +4.1% | -12.7% | -9.3% |
| 3M | -13.6% | +2.6% | -16.2% | -14.1% |
| 6M | +24.1% | +12.2% | +11.9% | +20.1% |
| YTD | -21.8% | +0.4% | -22.2% | -29.5% |
| 1Y | -7.7% | -1.8% | -5.9% | -16.9% |
| All | -7.7% | +0.2% | -7.9% | -16.9% |
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