+405.1%
MP vs FWONK
+199.6%
+205.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -6.7% | -7.7% | +1.1% | -3.6% |
| 3M | -11.7% | +5.7% | -17.4% | -14.4% |
| 6M | -18.9% | +13.5% | -32.3% | -24.1% |
| YTD | 0.0% | -3.0% | +2.9% | -0.4% |
| 1Y | -19.9% | -6.4% | -13.5% | -19.0% |
| 3Y | +133.4% | +43.8% | +89.6% | +85.0% |
| 5Y | +48.1% | +98.6% | -50.5% | -1.5% |
| All | +405.1% | +199.6% | +205.5% | +198.0% |
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 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