+1,773.8%
HWM vs MLM
+194.0%
+1,579.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.2% |
| 7D | -2.1% | -2.9% | +0.8% | -0.4% |
| 30D | -11.0% | -6.8% | -4.2% | -7.4% |
| 3M | +4.0% | -11.2% | +15.3% | +10.6% |
| 6M | -0.2% | -21.8% | +21.6% | +14.6% |
| YTD | +26.7% | -17.0% | +43.6% | +39.2% |
| 1Y | +44.7% | -16.4% | +61.1% | +57.9% |
| 3Y | +426.1% | +14.5% | +411.6% | +362.8% |
| 5Y | +738.5% | +41.7% | +696.8% | +527.3% |
| All | +1,773.8% | +194.0% | +1,579.8% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling