+671.3%
MPC vs FWONK
+95.7%
+575.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +1.2% | -1.5% | +2.8% | +1.5% |
| 30D | +17.0% | -6.8% | +23.7% | +18.4% |
| 3M | +49.5% | +7.7% | +41.8% | +47.0% |
| 6M | +83.5% | +11.0% | +72.6% | +78.6% |
| YTD | +144.1% | -3.1% | +147.2% | +144.9% |
| 1Y | +119.6% | -3.5% | +123.1% | +120.2% |
| 3Y | +168.1% | +44.6% | +123.5% | +137.6% |
| 5Y | +671.3% | +98.3% | +573.1% | +454.5% |
| All | +671.3% | +95.7% | +575.6% | +454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling