+229.2%
MXL vs FWONK
+44.6%
+184.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +18.9% | +0.1% | +18.8% | +18.9% |
| 30D | +0.3% | -7.7% | +8.1% | +3.4% |
| 3M | -8.0% | +5.7% | -13.8% | -11.7% |
| 6M | +341.2% | +13.5% | +327.8% | +305.7% |
| YTD | +327.8% | -3.0% | +330.8% | +328.0% |
| 1Y | +364.9% | -6.4% | +371.3% | +374.8% |
| 3Y | +229.2% | +43.8% | +185.4% | +167.1% |
| All | +229.2% | +44.6% | +184.6% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling