+1,523.0%
HWM vs MLM
+185.4%
+1,337.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +3.5% |
| 7D | +3.3% | -4.1% | +7.4% | +5.9% |
| 30D | -7.6% | +8.2% | -15.8% | -12.1% |
| 3M | -28.9% | -3.6% | -25.3% | -27.8% |
| 6M | -19.7% | -15.6% | -4.1% | -12.5% |
| YTD | +0.5% | -16.4% | +17.0% | +9.6% |
| 1Y | +0.3% | -14.3% | +14.6% | +7.6% |
| 3Y | +325.8% | +19.3% | +306.5% | +265.2% |
| 5Y | +524.7% | +29.6% | +495.2% | +395.2% |
| All | +1,523.0% | +185.4% | +1,337.6% | +674.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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