+942.5%
HWM vs MDB
+848.0%
+94.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.2% |
| 7D | +3.4% | -11.4% | +14.7% | +4.6% |
| 30D | -7.5% | -13.8% | +6.3% | -6.3% |
| 3M | -28.9% | -15.5% | -13.4% | -28.2% |
| 6M | -19.6% | +17.9% | -37.5% | -22.4% |
| YTD | +0.6% | -25.5% | +26.1% | +1.1% |
| 1Y | +0.3% | -12.1% | +12.4% | -1.4% |
| 3Y | +326.1% | -5.9% | +332.0% | +297.7% |
| 5Y | +525.2% | -43.7% | +568.9% | +477.7% |
| All | +942.5% | +848.0% | +94.5% | +535.1% |
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