-15.1%
MP vs HSY
+14.9%
-29.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | -10.5% | +7.5% | -18.0% | -10.7% |
| 30D | -23.5% | +11.1% | -34.6% | -23.8% |
| 3M | -25.4% | -1.9% | -23.5% | -25.3% |
| 6M | -51.3% | -3.0% | -48.3% | -51.2% |
| YTD | -29.9% | 0.0% | -29.9% | -30.3% |
| 1Y | -31.8% | +9.4% | -41.3% | -33.3% |
| 3Y | +127.0% | +3.8% | +123.2% | +120.6% |
| All | -15.1% | +14.9% | -29.9% | +5.0% |
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