+2,274.1%
MTZ vs HSY
+4,530.8%
-2,256.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.4% | +9.2% | +9.5% |
| 7D | -6.4% | +7.5% | -14.0% | -8.0% |
| 30D | -22.1% | +11.1% | -33.1% | -24.1% |
| 3M | -32.7% | -1.9% | -30.7% | -32.7% |
| 6M | -59.8% | -3.0% | -56.8% | -59.9% |
| YTD | -19.9% | 0.0% | -19.9% | -21.0% |
| 1Y | -11.5% | +9.4% | -20.9% | -14.5% |
| 3Y | +258.1% | +3.8% | +254.3% | +241.4% |
| 5Y | +85.5% | +15.2% | +70.4% | +70.7% |
| 10Y | +492.2% | +126.9% | +365.3% | +361.5% |
| All | +2,274.1% | +4,530.8% | -2,256.8% | +1,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling