+145.5%
MLM vs FWONK
+308.2%
-162.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.6% |
| 7D | -5.8% | +12.4% | -18.2% | -10.4% |
| 30D | +9.8% | +18.5% | -8.7% | +2.3% |
| 3M | -5.2% | +8.6% | -13.8% | -8.7% |
| 6M | -10.3% | +19.8% | -30.1% | -17.2% |
| YTD | -15.5% | +12.9% | -28.3% | -20.5% |
| 1Y | -15.0% | +9.0% | -24.0% | -19.1% |
| 3Y | +17.5% | +63.8% | -46.4% | -8.2% |
| 5Y | +30.5% | +95.1% | -64.6% | -7.8% |
| 10Y | +145.5% | +292.8% | -147.3% | +18.9% |
| All | +145.5% | +308.2% | -162.7% | +18.9% |
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