+404.4%
MTZ vs HSY
+127.3%
+277.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | +16.5% | -2.3% | +18.8% | +16.9% |
| 30D | -10.2% | +6.3% | -16.5% | -11.5% |
| 3M | -34.2% | -5.2% | -29.0% | -33.7% |
| 6M | -56.0% | -8.3% | -47.7% | -55.5% |
| YTD | -14.8% | -2.7% | -12.2% | -15.5% |
| 1Y | -7.2% | +0.1% | -7.4% | -8.7% |
| 3Y | +275.8% | -1.0% | +276.8% | +259.3% |
| 5Y | +93.5% | +10.6% | +82.9% | +71.3% |
| All | +404.4% | +127.3% | +277.1% | +256.8% |
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