+1,516.8%
HWM vs MKC
+25.5%
+1,491.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +5.0% | -7.0% | +12.0% | +6.6% |
| 30D | +1.5% | +4.1% | -2.6% | +0.3% |
| 3M | -20.3% | -10.3% | -10.0% | -18.7% |
| 6M | -18.0% | +1.7% | -19.7% | -19.3% |
| YTD | +9.5% | -29.1% | +38.6% | +17.8% |
| 1Y | +7.5% | -26.0% | +33.4% | +14.2% |
| 3Y | +355.7% | -21.5% | +377.1% | +365.2% |
| 5Y | +610.2% | -35.0% | +645.2% | +654.1% |
| 10Y | +1,516.8% | +25.6% | +1,491.2% | +1,299.8% |
| All | +1,516.8% | +25.5% | +1,491.2% | +1,299.8% |
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