+454.2%
MDLZ vs JBL
+1,375.2%
-920.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.7% | +3.0% | -4.8% | -2.1% |
| 30D | -2.1% | -8.3% | +6.2% | -1.3% |
| 3M | +1.3% | -16.9% | +18.2% | +2.7% |
| 6M | +6.2% | +21.8% | -15.6% | +2.9% |
| YTD | +15.8% | +36.3% | -20.5% | +10.5% |
| 1Y | +4.1% | +49.5% | -45.4% | -2.0% |
| 3Y | -4.1% | +170.6% | -174.7% | -17.9% |
| 5Y | +13.4% | +408.4% | -395.0% | -11.3% |
| 10Y | +75.7% | +1,450.4% | -1,374.6% | +17.6% |
| All | +454.2% | +1,375.2% | -920.9% | +222.2% |
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