+601.0%
MPC vs FWONK
+92.1%
+508.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +11.2% | +2.5% | +8.7% | +10.8% |
| 30D | -14.5% | +20.0% | -34.4% | -17.1% |
| 3M | +16.7% | +5.2% | +11.5% | +15.7% |
| 6M | +67.6% | +18.7% | +48.9% | +62.2% |
| YTD | +157.9% | +10.7% | +147.2% | +153.0% |
| 1Y | +116.7% | +8.2% | +108.4% | +113.6% |
| 3Y | +199.8% | +64.6% | +135.2% | +162.2% |
| All | +601.0% | +92.1% | +508.9% | +461.1% |
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 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