+287.6%
MP vs FWONK
+241.8%
+45.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +9.5% | +2.5% | +6.9% | +8.4% |
| 30D | -3.0% | +20.0% | -22.9% | -10.2% |
| 3M | -30.4% | +5.2% | -35.5% | -32.1% |
| 6M | -39.2% | +18.7% | -57.9% | -44.0% |
| YTD | -23.3% | +10.7% | -34.0% | -27.8% |
| 1Y | -32.6% | +8.2% | -40.9% | -35.9% |
| 3Y | +159.3% | +64.6% | +94.7% | +95.0% |
| 5Y | -16.4% | +92.5% | -109.0% | -43.5% |
| All | +287.6% | +241.8% | +45.8% | +116.1% |
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