+18.8%
JPM vs MDLZ
+3.7%
+15.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | +1.9% | -2.6% | -0.6% |
| 30D | -2.5% | +0.4% | -2.9% | -2.4% |
| 3M | +14.1% | -0.6% | +14.8% | +14.1% |
| 6M | +25.1% | +14.7% | +10.4% | +25.8% |
| YTD | +12.1% | +18.0% | -5.9% | +10.6% |
| 1Y | +18.8% | +4.1% | +14.7% | +18.3% |
| All | +18.8% | +3.7% | +15.2% | +18.3% |
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