+15.6%
MDLZ vs JBL
+405.9%
-390.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | 0.0% | +4.4% | -4.4% | 0.0% |
| 30D | -1.6% | -8.4% | +6.9% | -1.5% |
| 3M | +0.9% | -14.2% | +15.1% | +1.1% |
| 6M | +7.3% | +29.6% | -22.3% | +5.9% |
| YTD | +16.4% | +37.1% | -20.6% | +14.6% |
| 1Y | +3.0% | +49.5% | -46.5% | +0.8% |
| 3Y | -3.7% | +192.7% | -196.4% | -12.4% |
| 5Y | +15.6% | +411.3% | -395.7% | -9.0% |
| All | +15.6% | +405.9% | -390.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling