+52.1%
JNJ vs MDLZ
+3.7%
+48.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.5% | +1.9% | -5.4% | -3.9% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | +12.0% | -0.6% | +12.6% | +11.7% |
| 6M | +10.5% | +14.7% | -4.3% | +7.9% |
| YTD | +30.4% | +18.0% | +12.4% | +27.9% |
| 1Y | +52.1% | +4.1% | +48.0% | +52.5% |
| All | +52.1% | +3.7% | +48.5% | +52.5% |
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