+81.7%
MDLZ vs JBL
+1,558.3%
-1,476.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -0.6% |
| 7D | +1.9% | +2.4% | -0.5% | +1.6% |
| 30D | +0.4% | -13.1% | +13.5% | +1.9% |
| 3M | -0.6% | -15.6% | +15.0% | +0.9% |
| 6M | +14.7% | +24.6% | -9.8% | +10.0% |
| YTD | +18.0% | +39.6% | -21.6% | +11.0% |
| 1Y | +4.1% | +48.6% | -44.5% | -3.4% |
| 3Y | -4.6% | +197.3% | -201.8% | -24.3% |
| 5Y | +18.4% | +413.0% | -394.6% | -19.1% |
| All | +81.7% | +1,558.3% | -1,476.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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