+127.8%
HSY vs MLM
+149.0%
-21.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.8% | -2.9% | +6.7% | +4.3% |
| 30D | +6.9% | +10.4% | -3.5% | +4.9% |
| 3M | -4.1% | -3.7% | -0.3% | -3.6% |
| 6M | -5.0% | -10.3% | +5.3% | -3.5% |
| YTD | -2.3% | -14.8% | +12.5% | -0.1% |
| 1Y | +6.1% | -13.9% | +20.0% | +8.2% |
| 3Y | -0.7% | +18.4% | -19.0% | -5.7% |
| 5Y | +9.9% | +31.8% | -21.9% | +0.6% |
| 10Y | +127.8% | +143.4% | -15.6% | +69.4% |
| All | +127.8% | +149.0% | -21.2% | +69.4% |
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