+22.9%
MDLZ vs TOST
-41.7%
+64.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +6.9% | +11.6% | -4.8% | +6.4% |
| 30D | +12.1% | +16.2% | -4.2% | +11.5% |
| 3M | +7.7% | +1.0% | +6.7% | +7.6% |
| 6M | +10.8% | +23.2% | -12.4% | +9.9% |
| YTD | +27.4% | -1.0% | +28.4% | +27.2% |
| 1Y | +23.5% | -9.9% | +33.4% | +23.7% |
| 3Y | +6.2% | +101.0% | -94.8% | +1.6% |
| 5Y | +22.9% | -40.4% | +63.3% | +15.0% |
| All | +22.9% | -41.7% | +64.6% | +15.0% |
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