+40.4%
MXL vs FWONK
+97.7%
-57.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | -8.0% | +5.7% | -13.8% | -12.4% |
| 6M | +341.2% | +13.5% | +327.8% | +299.0% |
| YTD | +327.8% | -3.0% | +330.8% | +324.5% |
| 1Y | +364.9% | -6.4% | +371.3% | +370.5% |
| 3Y | +229.2% | +43.8% | +185.4% | +147.1% |
| All | +40.4% | +97.7% | -57.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling