+25.6%
MDLZ vs TOST
-46.9%
+72.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +1.7% | +9.4% | -7.8% | +1.3% |
| 30D | +11.2% | +13.5% | -2.3% | +10.7% |
| 3M | +6.1% | -0.1% | +6.3% | +6.1% |
| 6M | +8.6% | +22.5% | -13.9% | +7.7% |
| YTD | +25.8% | -2.4% | +28.2% | +25.7% |
| 1Y | +21.7% | -4.7% | +26.4% | +21.6% |
| 3Y | +5.8% | +103.2% | -97.4% | +1.1% |
| 5Y | +21.4% | -41.2% | +62.6% | +15.1% |
| All | +25.6% | -46.9% | +72.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling