+209.3%
MLM vs FWONK
+363.5%
-154.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -8.3% | -5.8% | -2.5% | -6.2% |
| 3M | -12.0% | +10.0% | -22.0% | -15.4% |
| 6M | -17.6% | +14.7% | -32.3% | -22.4% |
| YTD | -18.9% | -1.7% | -17.1% | -19.1% |
| 1Y | -17.6% | -4.6% | -13.0% | -17.1% |
| 3Y | +16.8% | +46.7% | -29.9% | -3.9% |
| 5Y | +41.0% | +99.4% | -58.4% | 0.0% |
| 10Y | +209.3% | +345.6% | -136.3% | +67.5% |
| All | +209.3% | +363.5% | -154.2% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling