+508.6%
MDLZ vs JBL
+1,129.7%
-621.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.9% | -17.0% | +25.0% | +9.8% |
| 3M | +8.9% | -27.4% | +36.3% | +12.1% |
| 6M | +10.5% | -29.1% | +39.6% | +13.4% |
| YTD | +27.1% | +13.6% | +13.5% | +23.2% |
| 1Y | +20.9% | +22.8% | -1.9% | +16.0% |
| 3Y | +5.5% | +103.0% | -97.5% | -6.7% |
| 5Y | +22.2% | +307.4% | -285.1% | -2.3% |
| 10Y | +106.1% | +1,173.9% | -1,067.8% | +40.3% |
| All | +508.6% | +1,129.7% | -621.1% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling