+2,479.7%
MTZ vs HSY
+4,487.9%
-2,008.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +12.9% | +1.1% | +11.8% | +12.5% |
| 30D | -8.5% | +7.7% | -16.2% | -10.3% |
| 3M | -30.6% | -2.3% | -28.3% | -30.6% |
| 6M | -55.1% | -5.3% | -49.8% | -55.0% |
| YTD | -13.0% | -0.9% | -12.1% | -14.0% |
| 1Y | -4.3% | +5.2% | -9.5% | -6.8% |
| 3Y | +284.0% | +0.7% | +283.3% | +268.5% |
| 5Y | +97.7% | +12.2% | +85.5% | +82.9% |
| 10Y | +444.4% | +131.1% | +313.3% | +322.6% |
| All | +2,479.7% | +4,487.9% | -2,008.2% | +1,311.6% |
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 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