+179.9%
MCD vs HSY
+122.7%
+57.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.8% | -3.3% | +0.5% | -1.5% |
| 30D | -6.0% | -2.8% | -3.2% | -4.9% |
| 3M | -5.6% | -4.5% | -1.1% | -4.0% |
| 6M | -21.9% | -24.2% | +2.4% | -12.8% |
| YTD | -14.7% | -2.7% | -12.0% | -14.8% |
| 1Y | -17.3% | -3.7% | -13.5% | -17.2% |
| 3Y | -2.2% | -11.5% | +9.3% | -0.2% |
| 5Y | +20.3% | +10.3% | +9.9% | +7.8% |
| All | +179.9% | +122.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling