-21.8%
MLM vs FWONK
+7.9%
-29.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | -2.9% | -6.2% | +3.3% | -1.0% |
| 30D | -6.8% | -0.6% | -6.3% | -6.5% |
| 3M | -11.2% | +11.1% | -22.3% | -13.8% |
| 6M | -21.8% | +11.7% | -33.6% | -25.0% |
| All | -21.8% | +7.9% | -29.7% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling