+180.0%
MCD vs HSY
+122.8%
+57.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -2.0% | -1.6% | -0.5% | -1.4% |
| 30D | -6.1% | -4.2% | -1.9% | -4.5% |
| 3M | -7.3% | -0.7% | -6.5% | -7.2% |
| 6M | -20.9% | -21.8% | +0.8% | -12.9% |
| YTD | -14.7% | -2.7% | -12.0% | -14.7% |
| 1Y | -16.1% | -4.8% | -11.3% | -15.7% |
| 3Y | -1.5% | -9.4% | +7.9% | -0.8% |
| 5Y | +20.4% | +11.3% | +9.2% | +7.5% |
| 10Y | +180.0% | +125.0% | +55.0% | +98.1% |
| All | +180.0% | +122.8% | +57.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HSY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling