+502.4%
MDLZ vs JCI
+139.5%
+362.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | +1.7% | -9.4% | +11.1% | +2.9% |
| 30D | +11.2% | -13.4% | +24.6% | +13.0% |
| 3M | +6.1% | -12.4% | +18.5% | +7.6% |
| 6M | +8.6% | -5.1% | +13.7% | +8.4% |
| YTD | +25.8% | +13.7% | +12.1% | +22.3% |
| 1Y | +21.7% | +11.4% | +10.3% | +18.6% |
| 3Y | +5.8% | +175.9% | -170.1% | -10.6% |
| 5Y | +21.4% | +98.4% | -77.0% | +6.5% |
| 10Y | +97.2% | +311.2% | -213.9% | +54.1% |
| All | +502.4% | +139.5% | +362.9% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling