+935.2%
MDB vs HSY
+96.7%
+838.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | +3.8% | -4.8% | -1.6% |
| 30D | -14.0% | +6.9% | -20.9% | -15.1% |
| 3M | -20.3% | -4.1% | -16.3% | -20.0% |
| 6M | +10.9% | -5.0% | +15.8% | +11.0% |
| YTD | -20.9% | -2.3% | -18.6% | -21.9% |
| 1Y | -11.2% | +6.1% | -17.3% | -14.2% |
| 3Y | -11.9% | -0.7% | -11.2% | -15.9% |
| 5Y | -40.2% | +9.9% | -50.1% | -46.4% |
| All | +935.2% | +96.7% | +838.4% | +626.3% |
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