+287.6%
MP vs HSY
+56.6%
+231.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.5% |
| 7D | +9.5% | -2.1% | +11.6% | +9.4% |
| 30D | -3.0% | +6.1% | -9.1% | -3.0% |
| 3M | -30.4% | -5.6% | -24.7% | -30.2% |
| 6M | -39.2% | -9.5% | -29.6% | -38.8% |
| YTD | -23.3% | -2.1% | -21.2% | -23.5% |
| 1Y | -32.6% | +0.8% | -33.4% | -33.0% |
| 3Y | +159.3% | -2.1% | +161.4% | +154.6% |
| 5Y | -16.4% | +11.2% | -27.7% | -12.4% |
| All | +287.6% | +56.6% | +231.0% | +293.3% |
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