+20.9%
MDLZ vs JBL
+23.4%
-2.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.4% | +10.0% | -10.4% | +0.6% |
| 30D | +8.2% | -18.2% | +26.4% | +6.4% |
| 3M | +8.0% | -29.0% | +37.0% | +4.9% |
| 6M | +9.7% | -25.9% | +35.6% | +7.6% |
| YTD | +26.9% | +14.1% | +12.8% | +23.5% |
| 1Y | +20.9% | +21.7% | -0.8% | +16.4% |
| All | +20.9% | +23.4% | -2.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling