+516.3%
MDLZ vs JBL
+1,107.7%
-591.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +2.3% | +6.3% | -4.0% | +1.6% |
| 30D | +7.9% | -13.5% | +21.4% | +9.3% |
| 3M | +7.3% | -31.3% | +38.6% | +11.0% |
| 6M | +11.7% | -28.4% | +40.1% | +14.5% |
| YTD | +28.7% | +11.6% | +17.2% | +24.9% |
| 1Y | +22.8% | +26.1% | -3.4% | +17.4% |
| 3Y | +6.6% | +97.4% | -90.8% | -5.5% |
| 5Y | +23.2% | +301.0% | -277.8% | -1.4% |
| 10Y | +108.7% | +1,151.1% | -1,042.4% | +42.3% |
| All | +516.3% | +1,107.7% | -591.4% | +264.4% |
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 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