+84.2%
JNJ vs MDLZ
+17.7%
+66.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | +12.0% | -0.6% | +12.6% | +12.0% |
| 6M | +10.5% | +14.7% | -4.3% | +5.3% |
| YTD | +30.4% | +18.0% | +12.4% | +22.9% |
| 1Y | +52.1% | +4.1% | +48.0% | +49.4% |
| 3Y | +77.8% | -4.6% | +82.4% | +78.2% |
| All | +84.2% | +17.7% | +66.5% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling