+210.4%
MGY vs FWONK
+167.5%
+42.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | +0.1% | +3.5% | +3.5% |
| 30D | +5.3% | -7.7% | +13.0% | +9.2% |
| 3M | +2.6% | +5.7% | -3.1% | -0.6% |
| 6M | -3.3% | +13.5% | -16.7% | -10.6% |
| YTD | +29.2% | -3.0% | +32.2% | +28.5% |
| 1Y | +18.0% | -6.4% | +24.4% | +19.2% |
| 3Y | +30.0% | +43.8% | -13.8% | +0.2% |
| 5Y | +92.7% | +98.6% | -5.9% | +18.5% |
| All | +210.4% | +167.5% | +42.9% | +43.0% |
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 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