-22.9%
MDB vs FWONK
+97.4%
-120.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.3% |
| 7D | -2.8% | -1.5% | -1.2% | -1.8% |
| 30D | -14.9% | -6.8% | -8.1% | -11.0% |
| 3M | +7.3% | +7.7% | -0.4% | +1.3% |
| 6M | +38.2% | +11.0% | +27.2% | +27.2% |
| YTD | -10.9% | -3.1% | -7.8% | -10.1% |
| 1Y | +11.6% | -3.5% | +15.1% | +11.7% |
| 3Y | -0.9% | +44.6% | -45.5% | -32.2% |
| All | -22.9% | +97.4% | -120.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling