+168.3%
MTZ vs HSY
-9.5%
+177.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +3.6% | -1.6% | +5.1% | +3.3% |
| 30D | -9.6% | -4.2% | -5.4% | -10.2% |
| 3M | -31.9% | -0.7% | -31.2% | -31.9% |
| 6M | -13.8% | -21.8% | +8.0% | -15.6% |
| YTD | +13.3% | -2.7% | +15.9% | +14.4% |
| 1Y | +39.3% | -4.8% | +44.1% | +40.3% |
| 3Y | +168.3% | -9.4% | +177.7% | +178.9% |
| All | +168.3% | -9.5% | +177.8% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling