-4.5%
MDLZ vs JCI
+165.5%
-170.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.7% | +3.8% | -5.6% | -1.8% |
| 30D | -2.1% | -5.7% | +3.6% | -2.1% |
| 3M | +1.3% | -1.4% | +2.7% | +1.3% |
| 6M | +6.2% | +4.1% | +2.1% | +5.9% |
| YTD | +15.8% | +21.7% | -6.0% | +14.7% |
| 1Y | +4.1% | +36.1% | -32.0% | +2.7% |
| All | -4.5% | +165.5% | -170.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling