+1,581.2%
HWM vs MKC
+30.1%
+1,551.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -8.0% | -4.3% | -3.7% | -7.1% |
| 30D | -18.0% | -3.1% | -14.9% | -17.4% |
| 3M | -9.5% | +6.8% | -16.3% | -11.3% |
| 6M | -8.4% | -18.3% | +10.0% | -4.2% |
| YTD | +13.6% | -23.1% | +36.7% | +20.4% |
| 1Y | +30.2% | -23.7% | +53.9% | +37.8% |
| 3Y | +392.2% | -31.0% | +423.2% | +428.8% |
| 5Y | +645.2% | -33.5% | +678.7% | +695.7% |
| All | +1,581.2% | +30.1% | +1,551.1% | +1,371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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