+942.1%
MDB vs HSY
+97.1%
+845.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +6.8% | -2.1% | +9.0% | +7.1% |
| 30D | -6.2% | +6.1% | -12.3% | -7.3% |
| 3M | -29.2% | -5.6% | -23.6% | -28.8% |
| 6M | +10.3% | -9.5% | +19.8% | +11.5% |
| YTD | -20.4% | -2.1% | -18.3% | -21.4% |
| 1Y | -4.8% | +0.8% | -5.6% | -6.9% |
| 3Y | -11.6% | -2.1% | -9.4% | -15.0% |
| 5Y | -41.0% | +11.2% | -52.3% | -47.4% |
| All | +942.1% | +97.1% | +845.0% | +630.9% |
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 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