+104.2%
MTB vs FWONK
+97.7%
+6.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -4.8% | -7.7% | +2.9% | -2.8% |
| 3M | +6.0% | +5.7% | +0.2% | +4.1% |
| 6M | +19.6% | +13.5% | +6.2% | +14.8% |
| YTD | +21.5% | -3.0% | +24.4% | +21.8% |
| 1Y | +24.7% | -6.4% | +31.1% | +26.1% |
| 3Y | +108.6% | +43.8% | +64.7% | +83.9% |
| All | +104.2% | +97.7% | +6.5% | +50.3% |
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 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