+87.9%
MDLZ vs JCI
+323.6%
-235.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | 0.0% | +4.1% | -4.1% | -1.0% |
| 30D | +1.4% | -3.8% | +5.3% | +2.2% |
| 3M | 0.0% | -1.6% | +1.7% | -0.1% |
| 6M | +9.1% | +9.5% | -0.4% | +5.8% |
| YTD | +17.9% | +21.7% | -3.8% | +11.1% |
| 1Y | +3.2% | +37.1% | -33.9% | -5.9% |
| 3Y | -2.5% | +165.2% | -167.7% | -28.4% |
| 5Y | +17.6% | +110.3% | -92.7% | -9.1% |
| 10Y | +87.9% | +341.0% | -253.1% | +2.6% |
| All | +87.9% | +323.6% | -235.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling