+114.6%
MDLZ vs FWONK
+281.7%
-167.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +1.4% | -5.8% | +7.2% | +2.6% |
| 3M | 0.0% | +10.0% | -10.0% | -1.8% |
| 6M | +9.1% | +14.7% | -5.5% | +6.2% |
| YTD | +17.9% | -1.7% | +19.7% | +17.9% |
| 1Y | +3.2% | -4.6% | +7.8% | +3.6% |
| 3Y | -2.5% | +46.7% | -49.2% | -11.0% |
| 5Y | +17.6% | +99.4% | -81.8% | -0.5% |
| 10Y | +87.9% | +345.6% | -257.6% | +29.3% |
| All | +114.6% | +281.7% | -167.1% | +43.4% |
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 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