+1,490.9%
HWM vs MLM
+140.0%
+1,351.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | +11.1% | -2.0% | +13.1% | +12.5% |
| 30D | +3.0% | +9.5% | -6.5% | -2.8% |
| 3M | -20.7% | -4.7% | -16.0% | -18.8% |
| 6M | -17.2% | -10.7% | -6.5% | -12.7% |
| YTD | +9.1% | -16.6% | +25.6% | +19.2% |
| 1Y | +9.0% | -15.4% | +24.4% | +18.1% |
| 3Y | +353.8% | +15.9% | +337.9% | +295.4% |
| 5Y | +608.0% | +27.1% | +580.9% | +466.3% |
| All | +1,490.9% | +140.0% | +1,351.0% | +676.5% |
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