+28.6%
MCO vs HSY
+12.6%
+16.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.8% |
| 7D | -7.3% | -0.4% | -6.9% | -7.3% |
| 30D | -1.7% | -3.4% | +1.7% | -1.0% |
| 3M | +3.9% | -0.5% | +4.4% | +4.0% |
| 6M | +3.8% | -19.1% | +23.0% | +7.7% |
| YTD | -7.9% | -2.1% | -5.8% | -8.4% |
| 1Y | -6.8% | -3.2% | -3.6% | -7.2% |
| 3Y | +40.9% | -8.8% | +49.7% | +41.3% |
| All | +28.6% | +12.6% | +16.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling