+134.7%
MDLZ vs JD
+52.8%
+81.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +1.7% | +13.4% | -11.7% | +0.6% |
| 30D | +11.2% | +7.7% | +3.5% | +10.5% |
| 3M | +6.1% | -11.3% | +17.4% | +7.1% |
| 6M | +8.6% | -5.1% | +13.7% | +8.8% |
| YTD | +25.8% | +5.0% | +20.8% | +24.9% |
| 1Y | +21.7% | -5.6% | +27.3% | +21.8% |
| 3Y | +5.8% | +17.8% | -12.0% | +1.5% |
| 5Y | +21.4% | -57.2% | +78.6% | +24.1% |
| 10Y | +97.2% | +34.8% | +62.4% | +63.6% |
| All | +134.7% | +52.8% | +81.9% | +92.4% |
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 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