-5.2%
MDB vs FWONK
+44.4%
-49.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | -2.8% | -1.5% | -1.2% | -2.2% |
| 30D | -14.9% | -6.8% | -8.1% | -12.8% |
| 3M | +7.3% | +7.7% | -0.4% | +4.0% |
| 6M | +38.2% | +11.0% | +27.2% | +32.2% |
| YTD | -10.9% | -3.1% | -7.8% | -10.5% |
| 1Y | +11.6% | -3.5% | +15.1% | +11.9% |
| All | -5.2% | +44.4% | -49.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling