+25.3%
MMM vs FWONK
+97.4%
-72.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -3.2% | -1.5% | -1.7% | -3.0% |
| 30D | -10.7% | -6.8% | -3.9% | -9.5% |
| 3M | +4.3% | +7.7% | -3.4% | +2.6% |
| 6M | +5.9% | +11.0% | -5.1% | +3.4% |
| YTD | +3.2% | -3.1% | +6.3% | +3.4% |
| 1Y | +8.0% | -3.5% | +11.5% | +8.2% |
| 3Y | +99.1% | +44.6% | +54.5% | +85.3% |
| All | +25.3% | +97.4% | -72.1% | +8.0% |
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 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