+21.9%
HWM vs MDLN
-2.7%
+24.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -8.0% | -6.2% | -1.8% | -7.6% |
| 30D | -18.0% | +0.7% | -18.7% | -17.8% |
| 3M | -9.5% | -5.4% | -4.1% | -9.5% |
| 6M | -8.4% | -21.6% | +13.2% | -7.8% |
| YTD | +13.6% | -18.9% | +32.6% | +16.5% |
| All | +21.9% | -2.7% | +24.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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