+1,017.5%
MDB vs FWONK
+148.7%
+868.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -14.0% | -5.8% | -8.2% | -11.4% |
| 3M | +5.3% | +10.0% | -4.7% | -0.3% |
| 6M | +31.9% | +14.7% | +17.2% | +21.7% |
| YTD | -14.6% | -1.7% | -12.9% | -14.6% |
| 1Y | +8.2% | -4.6% | +12.9% | +9.2% |
| 3Y | -5.0% | +46.7% | -51.7% | -26.1% |
| 5Y | -24.5% | +99.4% | -123.9% | -48.4% |
| All | +1,017.5% | +148.7% | +868.7% | +474.7% |
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