+349.5%
MTUM vs FWONK
+340.2%
+9.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -7.7% | +5.3% | -0.3% |
| 3M | -3.6% | +5.7% | -9.4% | -5.6% |
| 6M | +23.7% | +13.5% | +10.2% | +18.3% |
| YTD | +22.9% | -3.0% | +25.9% | +22.8% |
| 1Y | +21.8% | -6.4% | +28.2% | +22.7% |
| 3Y | +114.4% | +43.8% | +70.6% | +87.7% |
| 5Y | +79.6% | +98.6% | -19.0% | +41.0% |
| All | +349.5% | +340.2% | +9.3% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling