+26.6%
MDLZ vs JAAA
+29.3%
-2.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.4% | +0.5% | +1.0% | +1.3% |
| 3M | 0.0% | +1.2% | -1.2% | -0.4% |
| 6M | +9.1% | +2.7% | +6.4% | +8.1% |
| YTD | +17.9% | +3.2% | +14.7% | +16.6% |
| 1Y | +3.2% | +4.8% | -1.6% | +1.5% |
| 3Y | -2.5% | +19.0% | -21.5% | -9.1% |
| 5Y | +17.6% | +26.8% | -9.2% | +5.7% |
| All | +26.6% | +29.3% | -2.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling