+21.9%
MTB vs FWONK
-4.6%
+26.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.7% | -6.2% | +7.9% | +2.0% |
| 30D | -4.2% | -0.6% | -3.6% | -4.1% |
| 3M | +8.9% | +11.1% | -2.2% | +8.4% |
| 6M | +10.9% | +11.7% | -0.9% | +10.1% |
| YTD | +21.5% | -3.1% | +24.5% | +21.9% |
| 1Y | +21.9% | -4.2% | +26.1% | +22.6% |
| All | +21.9% | -4.6% | +26.5% | +22.6% |
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