+83.3%
MKC vs FWONK
+276.9%
-193.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -3.1% | -7.7% | +4.6% | -2.0% |
| 3M | +5.2% | +5.7% | -0.5% | +4.3% |
| 6M | -12.8% | +13.5% | -26.3% | -14.6% |
| YTD | -23.3% | -3.0% | -20.3% | -23.1% |
| 1Y | -24.1% | -6.4% | -17.7% | -23.6% |
| 3Y | -32.1% | +43.8% | -75.9% | -36.3% |
| 5Y | -32.8% | +98.6% | -131.4% | -40.4% |
| 10Y | +29.9% | +340.0% | -310.1% | +0.1% |
| All | +83.3% | +276.9% | -193.7% | +38.4% |
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