+57.4%
JNJ vs MDLZ
+3.3%
+54.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +7.4% | -2.1% | +9.5% | +7.8% |
| 3M | +21.2% | +1.3% | +19.9% | +20.7% |
| 6M | +13.4% | +6.2% | +7.2% | +12.2% |
| YTD | +35.1% | +15.8% | +19.3% | +33.3% |
| 1Y | +57.4% | +4.1% | +53.3% | +58.3% |
| All | +57.4% | +3.3% | +54.2% | +58.3% |
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