+6,475.2%
MCD vs HSY
+4,530.8%
+1,944.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +7.1% | +7.5% | -0.4% | +4.8% |
| 30D | +19.8% | +11.1% | +8.7% | +16.0% |
| 3M | +0.8% | -1.9% | +2.7% | +1.3% |
| 6M | -1.3% | -3.0% | +1.7% | -0.7% |
| YTD | -7.8% | 0.0% | -7.8% | -8.4% |
| 1Y | -5.0% | +9.4% | -14.4% | -8.3% |
| 3Y | +10.5% | +3.8% | +6.8% | +6.7% |
| 5Y | +22.0% | +15.2% | +6.8% | +13.6% |
| 10Y | +216.7% | +126.9% | +89.8% | +142.5% |
| All | +6,475.2% | +4,530.8% | +1,944.4% | +1,665.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling