+1,547.2%
HWM vs MXL
+270.4%
+1,276.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 7D | -12.5% | +16.6% | -29.1% | -14.8% |
| 30D | -19.0% | +0.5% | -19.5% | -19.6% |
| 3M | -8.6% | -3.6% | -5.0% | -11.8% |
| 6M | -10.2% | +328.0% | -338.2% | -41.2% |
| YTD | +11.3% | +297.8% | -286.5% | -26.3% |
| 1Y | +24.3% | +339.4% | -315.2% | -20.6% |
| 3Y | +382.3% | +201.7% | +180.5% | +194.7% |
| 5Y | +640.6% | +32.8% | +607.9% | +422.8% |
| All | +1,547.2% | +270.4% | +1,276.8% | +675.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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