+2,756.2%
HSY vs MLM
+2,961.7%
-205.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -3.3% | -2.9% | -0.4% | -2.9% |
| 30D | -2.8% | -6.8% | +4.0% | -1.8% |
| 3M | -4.5% | -11.2% | +6.7% | -2.8% |
| 6M | -24.2% | -21.8% | -2.4% | -21.4% |
| YTD | -2.7% | -17.0% | +14.2% | -0.3% |
| 1Y | -3.7% | -16.4% | +12.6% | -1.5% |
| 3Y | -11.5% | +14.5% | -25.9% | -14.7% |
| 5Y | +10.3% | +41.7% | -31.4% | +1.5% |
| 10Y | +122.1% | +200.0% | -77.9% | +74.7% |
| All | +2,756.2% | +2,961.7% | -205.5% | +1,615.5% |
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 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