+167.2%
MMM vs HSY
0.0%
+167.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +5.8% | +1.3% | +4.5% | +5.5% |
| 30D | +17.9% | +6.6% | +11.3% | +16.9% |
| 3M | +3.6% | -4.1% | +7.7% | +4.0% |
| 6M | +32.9% | -5.2% | +38.1% | +33.5% |
| YTD | +19.5% | -2.5% | +22.0% | +20.2% |
| 1Y | +16.5% | +4.7% | +11.8% | +16.6% |
| 3Y | +167.2% | +0.6% | +166.6% | +167.7% |
| All | +167.2% | 0.0% | +167.2% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling