+30.0%
MTZ vs FWONK
-4.6%
+34.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +1.9% |
| 7D | -1.6% | -6.2% | +4.6% | -2.5% |
| 30D | -11.1% | -0.6% | -10.5% | -11.0% |
| 3M | -36.7% | +11.1% | -47.8% | -36.7% |
| 6M | -21.9% | +11.7% | -33.7% | -22.4% |
| YTD | +9.1% | -3.1% | +12.2% | +6.0% |
| 1Y | +30.0% | -4.2% | +34.1% | +32.0% |
| All | +30.0% | -4.6% | +34.5% | +32.0% |
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