+102.0%
MDLZ vs JD
+26.7%
+75.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | +5.2% | -3.0% | +1.8% |
| 30D | +10.1% | +4.5% | +5.6% | +9.8% |
| 3M | +9.1% | -15.4% | +24.5% | +10.3% |
| 6M | +10.0% | -6.0% | +16.0% | +10.3% |
| YTD | +26.8% | +2.2% | +24.7% | +26.3% |
| 1Y | +22.5% | -6.7% | +29.2% | +22.7% |
| 3Y | +5.3% | +20.5% | -15.2% | +1.3% |
| 5Y | +21.4% | -58.4% | +79.9% | +24.3% |
| 10Y | +102.0% | +32.5% | +69.6% | +71.0% |
| All | +102.0% | +26.7% | +75.3% | +71.0% |
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