+1,352.0%
HWM vs MLM
+201.5%
+1,150.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.2% | -0.8% | -2.8% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -13.3% | +7.9% | -21.2% | -17.3% |
| 3M | -31.0% | -4.5% | -26.6% | -29.6% |
| 6M | -17.1% | -12.6% | -4.5% | -11.5% |
| YTD | -1.9% | -14.9% | +13.0% | +5.9% |
| 1Y | -2.4% | -13.1% | +10.7% | +3.9% |
| 3Y | +322.2% | +21.2% | +301.0% | +258.9% |
| 5Y | +509.8% | +32.0% | +477.8% | +378.3% |
| 10Y | +1,453.8% | +195.3% | +1,258.5% | +623.7% |
| All | +1,352.0% | +201.5% | +1,150.5% | +576.7% |
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