+5.8%
MDLZ vs JD
+16.8%
-11.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | +1.7% | +13.4% | -11.7% | +1.4% |
| 30D | +11.2% | +7.7% | +3.5% | +11.0% |
| 3M | +6.1% | -11.3% | +17.4% | +6.4% |
| 6M | +8.6% | -5.1% | +13.7% | +8.6% |
| YTD | +25.8% | +5.0% | +20.8% | +25.5% |
| 1Y | +21.7% | -5.6% | +27.3% | +21.6% |
| 3Y | +5.8% | +17.8% | -12.0% | +4.1% |
| All | +5.8% | +16.8% | -11.0% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling