+99.1%
MMM vs FWONK
+281.7%
-182.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -9.3% | -5.8% | -3.5% | -8.2% |
| 3M | +5.6% | +10.0% | -4.4% | +3.2% |
| 6M | +9.5% | +14.7% | -5.2% | +5.9% |
| YTD | +4.1% | -1.7% | +5.9% | +4.0% |
| 1Y | +9.4% | -4.6% | +14.0% | +9.8% |
| 3Y | +101.0% | +46.7% | +54.3% | +81.9% |
| 5Y | +26.1% | +99.4% | -73.3% | +5.2% |
| 10Y | +54.7% | +345.6% | -290.8% | +5.4% |
| All | +99.1% | +281.7% | -182.6% | +29.4% |
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