+22.2%
MDLZ vs TOST
-40.0%
+62.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.1% | +4.0% | -3.9% | 0.0% |
| 30D | +10.0% | +11.1% | -1.1% | +9.6% |
| 3M | +7.1% | +0.8% | +6.2% | +7.0% |
| 6M | +9.8% | +38.8% | -29.0% | +8.6% |
| YTD | +26.6% | -2.1% | +28.7% | +26.5% |
| 1Y | +20.3% | -6.0% | +26.4% | +20.3% |
| 3Y | +5.4% | +149.8% | -144.4% | -0.2% |
| 5Y | +22.2% | -42.8% | +65.0% | +13.9% |
| All | +22.2% | -40.0% | +62.2% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling