+741.5%
HWM vs MDB
-28.4%
+769.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | -2.1% | -17.4% | +15.3% | -0.2% |
| 30D | -11.0% | -2.0% | -9.0% | -11.1% |
| 3M | +4.0% | -3.0% | +7.0% | +3.6% |
| 6M | -0.2% | +48.7% | -48.9% | -6.4% |
| YTD | +26.7% | -12.1% | +38.8% | +25.8% |
| 1Y | +44.7% | +14.5% | +30.2% | +38.2% |
| 3Y | +426.1% | -6.1% | +432.2% | +388.2% |
| All | +741.5% | -28.4% | +769.8% | +638.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling