+17.6%
MDLZ vs JCI
+111.9%
-94.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | 0.0% | +4.1% | -4.1% | -0.4% |
| 30D | +1.4% | -3.8% | +5.3% | +1.8% |
| 3M | 0.0% | -1.6% | +1.7% | 0.0% |
| 6M | +9.1% | +9.5% | -0.4% | +7.4% |
| YTD | +17.9% | +21.7% | -3.8% | +14.4% |
| 1Y | +3.2% | +37.1% | -33.9% | -1.6% |
| 3Y | -2.5% | +165.2% | -167.7% | -18.8% |
| 5Y | +17.6% | +110.3% | -92.7% | +0.2% |
| All | +17.6% | +111.9% | -94.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling