+1,065.8%
MDB vs HSY
+97.2%
+968.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -14.9% | -3.4% | -11.4% | -14.5% |
| 3M | +7.3% | -0.5% | +7.9% | +7.3% |
| 6M | +38.2% | -19.1% | +57.3% | +42.7% |
| YTD | -10.9% | -2.1% | -8.9% | -11.9% |
| 1Y | +11.6% | -3.2% | +14.9% | +10.3% |
| 3Y | -0.9% | -8.8% | +7.9% | -1.9% |
| 5Y | -23.5% | +13.0% | -36.5% | -32.2% |
| All | +1,065.8% | +97.2% | +968.6% | +719.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling