+95.0%
MTZ vs HSY
+11.0%
+84.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.2% |
| 7D | +5.0% | -2.1% | +7.1% | +4.8% |
| 30D | -6.0% | +6.1% | -12.1% | -5.5% |
| 3M | -36.1% | -5.6% | -30.5% | -36.2% |
| 6M | -56.9% | -9.5% | -47.3% | -56.9% |
| YTD | -15.9% | -2.1% | -13.8% | -15.3% |
| 1Y | -3.8% | +0.8% | -4.6% | -3.0% |
| 3Y | +272.3% | -2.1% | +274.4% | +275.1% |
| All | +95.0% | +11.0% | +84.0% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling