+92.2%
MDLZ vs JD
+31.7%
+60.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +0.1% | +7.9% | -7.8% | -0.4% |
| 30D | +10.0% | +4.8% | +5.2% | +9.6% |
| 3M | +7.1% | -13.9% | +21.0% | +8.1% |
| 6M | +9.8% | -5.8% | +15.6% | +10.1% |
| YTD | +26.6% | +2.4% | +24.2% | +26.0% |
| 1Y | +20.3% | -7.5% | +27.9% | +20.6% |
| 3Y | +5.4% | +20.9% | -15.5% | +1.4% |
| 5Y | +22.2% | -58.0% | +80.3% | +25.0% |
| 10Y | +92.2% | +28.9% | +63.3% | +59.2% |
| All | +92.2% | +31.7% | +60.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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