-17.8%
MP vs FWONK
-5.9%
-11.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.6% |
| 7D | -4.6% | -1.5% | -3.0% | -4.7% |
| 30D | -7.1% | -6.8% | -0.3% | -7.8% |
| 3M | -4.0% | +7.7% | -11.7% | -3.9% |
| 6M | -16.7% | +11.0% | -27.6% | -17.0% |
| YTD | +1.6% | -3.1% | +4.7% | +0.8% |
| 1Y | -17.8% | -3.5% | -14.3% | -18.3% |
| All | -17.8% | -5.9% | -11.9% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling