+22.2%
MDLZ vs JD
-61.0%
+83.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | +7.9% | +4.2% | +3.7% | +7.8% |
| 3M | +8.9% | -12.8% | +21.7% | +9.4% |
| 6M | +10.5% | -8.8% | +19.3% | +10.7% |
| YTD | +27.1% | +0.5% | +26.6% | +26.9% |
| 1Y | +20.9% | -8.8% | +29.7% | +21.1% |
| 3Y | +5.5% | +18.6% | -13.0% | +3.5% |
| 5Y | +22.2% | -62.2% | +84.5% | +19.4% |
| All | +22.2% | -61.0% | +83.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling