+1,173.1%
MRVL vs HSY
+128.6%
+1,044.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.2% | -4.7% |
| 7D | +11.0% | -2.1% | +13.2% | +11.1% |
| 30D | -36.1% | +6.1% | -42.2% | -36.3% |
| 3M | -29.4% | -5.6% | -23.8% | -29.1% |
| 6M | -11.9% | -9.5% | -2.3% | -11.2% |
| YTD | +84.8% | -2.1% | +86.9% | +82.7% |
| 1Y | +79.4% | +0.8% | +78.6% | +76.2% |
| 3Y | +195.7% | -2.1% | +197.9% | +184.7% |
| 5Y | +117.2% | +11.2% | +105.9% | +92.3% |
| All | +1,173.1% | +128.6% | +1,044.6% | +843.4% |
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 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