+2,302.1%
MULL vs FWONK
+17.8%
+2,284.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | +9.7% | -7.7% | +17.4% | +12.0% |
| 3M | -26.8% | +5.7% | -32.5% | -31.2% |
| 6M | +220.7% | +13.5% | +207.2% | +188.5% |
| YTD | +509.0% | -3.0% | +512.0% | +506.1% |
| 1Y | +1,739.5% | -6.4% | +1,745.9% | +1,778.8% |
| All | +2,302.1% | +17.8% | +2,284.3% | +1,821.0% |
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