+137.5%
MDLZ vs JD
+50.3%
+87.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.1% |
| 7D | +6.9% | +11.7% | -4.9% | +5.9% |
| 30D | +12.1% | +8.1% | +4.0% | +11.4% |
| 3M | +7.7% | -12.0% | +19.7% | +8.7% |
| 6M | +10.8% | -3.5% | +14.3% | +10.9% |
| YTD | +27.4% | +3.3% | +24.0% | +26.6% |
| 1Y | +23.5% | -7.4% | +30.9% | +23.8% |
| 3Y | +6.2% | +16.6% | -10.4% | +2.0% |
| 5Y | +22.9% | -57.9% | +80.7% | +25.7% |
| 10Y | +99.6% | +32.6% | +67.0% | +65.8% |
| All | +137.5% | +50.3% | +87.3% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling