+1,034.6%
HWM vs MDB
+924.6%
+110.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.1% |
| 7D | +5.0% | +3.0% | +2.0% | +4.7% |
| 30D | +1.5% | -11.3% | +12.8% | +2.6% |
| 3M | -20.3% | -23.0% | +2.7% | -18.7% |
| 6M | -18.0% | +14.8% | -32.8% | -20.6% |
| YTD | +9.5% | -19.4% | +28.9% | +9.2% |
| 1Y | +7.5% | -9.0% | +16.4% | +5.3% |
| 3Y | +355.7% | -10.3% | +365.9% | +328.3% |
| 5Y | +610.2% | -38.4% | +648.6% | +550.3% |
| All | +1,034.6% | +924.6% | +110.0% | +585.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling