Underscore.js groupBy multiple values

A simple recursive implementation:

_.mixin({
  /*
   * @mixin
   *
   * Splits a collection into sets, grouped by the result of running each value
   * through iteratee. If iteratee is a string instead of a function, groups by
   * the property named by iteratee on each of the values.
   *
   * @param {array|object} list - The collection to iterate over.
   * @param {(string|function)[]} values - The iteratees to transform keys.
   * @param {object=} context - The values are bound to the context object.
   * 
   * @returns {Object} - Returns the composed aggregate object.
   */
  groupByMulti: function(list, values, context) {
    if (!values.length) {
      return list;
    }
    var byFirst = _.groupBy(list, values[0], context),
        rest    = values.slice(1);
    for (var prop in byFirst) {
      byFirst[prop] = _.groupByMulti(byFirst[prop], rest, context);
    }
    return byFirst;
  }
});

Demo in your jsfiddle

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