-14.3%
MTZ vs FWONK
+0.2%
-14.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.5% | -18.9% | -15.0% |
| 7D | -7.4% | +8.9% | -16.3% | -6.8% |
| 30D | -23.6% | +4.1% | -27.7% | -23.3% |
| 3M | -38.3% | +2.6% | -40.9% | -38.1% |
| 6M | -60.6% | +12.2% | -72.8% | -60.9% |
| YTD | -22.9% | +0.4% | -23.3% | -24.0% |
| 1Y | -14.3% | -1.8% | -12.5% | -13.7% |
| All | -14.3% | +0.2% | -14.4% | -13.7% |
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