+251.2%
MNST vs FWONK
+340.2%
-89.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -5.6% | -7.7% | +2.1% | -3.8% |
| 3M | -5.7% | +5.7% | -11.4% | -7.1% |
| 6M | +12.0% | +13.5% | -1.5% | +8.3% |
| YTD | +13.2% | -3.0% | +16.2% | +13.5% |
| 1Y | +36.1% | -6.4% | +42.5% | +37.2% |
| 3Y | +52.9% | +43.8% | +9.0% | +36.5% |
| 5Y | +81.0% | +98.6% | -17.6% | +47.2% |
| All | +251.2% | +340.2% | -89.0% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling