+51.2%
JNJ vs MDLZ
+22.7%
+28.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.9% |
| 7D | +1.9% | +8.9% | -7.0% | -0.3% |
| 30D | +9.2% | +15.2% | -6.0% | +5.4% |
| 3M | +8.9% | +9.5% | -0.6% | +6.3% |
| 6M | +24.6% | +11.7% | +12.9% | +20.9% |
| YTD | +35.7% | +28.4% | +7.2% | +31.8% |
| 1Y | +51.2% | +24.4% | +26.8% | +47.5% |
| All | +51.2% | +22.7% | +28.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling