-4.3%
MDLZ vs JBL
+188.2%
-192.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.2% |
| 7D | -1.7% | +3.0% | -4.8% | -1.5% |
| 30D | -2.1% | -8.3% | +6.2% | -2.6% |
| 3M | +1.3% | -16.9% | +18.2% | +0.7% |
| 6M | +6.2% | +21.8% | -15.6% | +7.2% |
| YTD | +15.8% | +36.3% | -20.5% | +17.5% |
| 1Y | +4.1% | +49.5% | -45.4% | +6.2% |
| All | -4.3% | +188.2% | -192.5% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling