+237.4%
MP vs HSY
+59.5%
+177.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.0% |
| 7D | -19.0% | +10.7% | -29.7% | -19.0% |
| 30D | -30.5% | +10.3% | -40.8% | -30.5% |
| 3M | -29.6% | -0.4% | -29.2% | -29.5% |
| 6M | -50.4% | -2.5% | -47.9% | -50.4% |
| YTD | -33.2% | -0.3% | -32.9% | -33.4% |
| 1Y | -38.6% | +7.6% | -46.2% | -39.3% |
| 3Y | +105.5% | +3.2% | +102.3% | +101.9% |
| 5Y | -7.8% | +14.7% | -22.6% | -3.0% |
| All | +237.4% | +59.5% | +177.9% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling