+1,556.2%
JPM vs MDLZ
+453.0%
+1,103.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | -1.1% | -1.6% | +0.4% | -0.4% |
| 3M | +14.1% | +0.9% | +13.3% | +12.5% |
| 6M | +23.3% | +7.3% | +16.0% | +16.7% |
| YTD | +11.3% | +16.4% | -5.2% | -0.5% |
| 1Y | +23.0% | +3.0% | +20.0% | +17.8% |
| 3Y | +162.6% | -3.7% | +166.3% | +152.7% |
| 5Y | +152.8% | +15.6% | +137.1% | +113.5% |
| 10Y | +583.6% | +79.0% | +504.7% | +322.0% |
| All | +1,556.2% | +453.0% | +1,103.2% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling