+43.4%
MLM vs FWONK
+92.3%
-48.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -6.5% | -7.7% | +1.2% | -4.0% |
| 3M | -7.4% | +9.3% | -16.7% | -10.3% |
| 6M | -15.8% | +13.3% | -29.2% | -19.6% |
| YTD | -17.4% | -3.6% | -13.8% | -16.9% |
| 1Y | -17.9% | -6.8% | -11.1% | -16.5% |
| 3Y | +18.9% | +43.9% | -25.0% | +0.4% |
| 5Y | +43.4% | +94.4% | -51.0% | -0.1% |
| All | +43.4% | +92.3% | -48.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling