+445.3%
MP vs FWONK
+199.3%
+246.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -2.9% | -6.2% | +3.3% | -0.3% |
| 30D | +13.8% | -0.6% | +14.4% | +14.0% |
| 3M | -16.7% | +11.1% | -27.8% | -21.0% |
| 6M | -11.5% | +11.7% | -23.2% | -16.6% |
| YTD | +7.9% | -3.1% | +11.0% | +7.6% |
| 1Y | -15.0% | -4.2% | -10.9% | -15.2% |
| 3Y | +153.5% | +38.3% | +115.2% | +105.2% |
| 5Y | +58.7% | +92.2% | -33.5% | +7.0% |
| All | +445.3% | +199.3% | +246.0% | +221.8% |
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 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