+15.6%
MLM vs FWONK
+60.8%
-45.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | +9.0% | +20.0% | -10.9% | +4.7% |
| 3M | -5.6% | +5.2% | -10.7% | -6.7% |
| 6M | -10.7% | +18.7% | -29.4% | -14.1% |
| YTD | -17.2% | +10.7% | -27.8% | -19.2% |
| 1Y | -14.2% | +8.2% | -22.5% | -15.9% |
| 3Y | +15.6% | +64.6% | -48.9% | +6.6% |
| All | +15.6% | +60.8% | -45.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling