+302.4%
MXL vs HSY
+128.6%
+173.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.6% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +0.3% | -5.2% | +5.5% | +1.1% |
| 3M | -8.0% | -3.4% | -4.6% | -8.5% |
| 6M | +341.2% | -19.2% | +360.4% | +360.5% |
| YTD | +327.8% | -2.6% | +330.5% | +321.3% |
| 1Y | +364.9% | -3.8% | +368.7% | +357.9% |
| 3Y | +229.2% | -10.6% | +239.9% | +226.8% |
| 5Y | +42.8% | +12.3% | +30.5% | +19.4% |
| All | +302.4% | +128.6% | +173.8% | +176.5% |
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