+1,079.5%
MPC vs HSY
+125.6%
+953.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -16.2% | +7.5% | -23.7% | -18.4% |
| 30D | -15.7% | +11.1% | -26.8% | -19.0% |
| 3M | +24.9% | -1.9% | +26.8% | +25.2% |
| 6M | +52.7% | -3.0% | +55.6% | +52.6% |
| YTD | +131.9% | 0.0% | +131.8% | +127.1% |
| 1Y | +96.6% | +9.4% | +87.2% | +85.6% |
| 3Y | +163.8% | +3.8% | +160.0% | +145.4% |
| 5Y | +533.1% | +15.2% | +518.0% | +429.2% |
| All | +1,079.5% | +125.6% | +953.9% | +731.2% |
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