+701.9%
MTZ vs FWONK
+274.4%
+427.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +3.6% | -2.1% | +5.6% | +4.4% |
| 30D | -9.6% | -7.7% | -2.0% | -6.8% |
| 3M | -31.9% | +9.3% | -41.2% | -35.0% |
| 6M | -13.8% | +13.3% | -27.2% | -19.4% |
| YTD | +13.3% | -3.6% | +16.9% | +13.1% |
| 1Y | +39.3% | -6.8% | +46.0% | +40.4% |
| 3Y | +168.3% | +43.9% | +124.5% | +121.5% |
| 5Y | +166.4% | +94.4% | +72.0% | +88.8% |
| 10Y | +739.9% | +353.8% | +386.1% | +306.1% |
| All | +701.9% | +274.4% | +427.5% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling