-18.3%
MDT vs HSY
+12.8%
-31.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +1.0% | -3.4% | +4.5% | +1.9% |
| 3M | +15.2% | -0.5% | +15.7% | +15.3% |
| 6M | +3.7% | -19.1% | +22.8% | +8.9% |
| YTD | -3.0% | -2.1% | -0.9% | -2.9% |
| 1Y | +2.5% | -3.2% | +5.7% | +2.7% |
| 3Y | +26.5% | -8.8% | +35.3% | +28.4% |
| 5Y | -18.3% | +13.0% | -31.2% | -24.1% |
| All | -18.3% | +12.8% | -31.1% | -24.1% |
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