+115.9%
MDLZ vs JD
+48.3%
+67.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.7% | -1.7% | -0.1% | -1.6% |
| 30D | -2.1% | -13.2% | +11.0% | -1.0% |
| 3M | +1.3% | -3.2% | +4.5% | +1.5% |
| 6M | +6.2% | +15.2% | -9.0% | +4.7% |
| YTD | +15.8% | +2.0% | +13.8% | +15.2% |
| 1Y | +4.1% | -5.4% | +9.5% | +4.1% |
| 3Y | -4.1% | -9.1% | +5.0% | -5.8% |
| 5Y | +13.4% | -59.6% | +73.0% | +16.4% |
| 10Y | +75.7% | +26.2% | +49.5% | +46.8% |
| All | +115.9% | +48.3% | +67.6% | +77.5% |
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