+28.2%
MDLZ vs TOST
-45.8%
+74.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +3.3% |
| 7D | +8.9% | +10.7% | -1.8% | +8.5% |
| 30D | +15.2% | +17.7% | -2.5% | +14.5% |
| 3M | +9.5% | +4.6% | +4.9% | +9.3% |
| 6M | +11.7% | +20.3% | -8.6% | +10.8% |
| YTD | +28.4% | -0.4% | +28.8% | +28.2% |
| 1Y | +24.4% | -0.8% | +25.2% | +24.1% |
| 3Y | +7.1% | +102.2% | -95.2% | +2.4% |
| 5Y | +24.2% | -41.3% | +65.6% | +17.8% |
| All | +28.2% | -45.8% | +74.0% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling