+348.7%
MLM vs FWONK
+276.6%
+72.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -2.9% | -6.2% | +3.3% | -0.6% |
| 30D | -6.8% | -0.6% | -6.3% | -6.7% |
| 3M | -11.2% | +11.1% | -22.3% | -14.8% |
| 6M | -21.8% | +11.7% | -33.6% | -25.3% |
| YTD | -17.0% | -3.1% | -13.9% | -16.7% |
| 1Y | -16.4% | -4.2% | -12.2% | -15.9% |
| 3Y | +14.5% | +38.3% | -23.9% | -2.0% |
| 5Y | +41.7% | +92.2% | -50.4% | +5.3% |
| 10Y | +200.0% | +355.4% | -155.4% | +59.2% |
| All | +348.7% | +276.6% | +72.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling