+36.2%
MDLZ vs OWL
+22.6%
+13.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.9% |
| 30D | +7.9% | +11.6% | -3.6% | +7.5% |
| 3M | +8.9% | -13.8% | +22.7% | +9.3% |
| 6M | +10.5% | +7.8% | +2.6% | +10.1% |
| YTD | +27.1% | -25.8% | +52.9% | +28.5% |
| 1Y | +20.9% | -26.5% | +47.4% | +22.2% |
| 3Y | +5.5% | -9.6% | +15.1% | +3.0% |
| 5Y | +22.2% | -20.8% | +43.1% | +16.3% |
| All | +36.2% | +22.6% | +13.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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