+24.8%
MDLZ vs OWL
+32.0%
-7.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.7% |
| 7D | 0.0% | -3.9% | +4.0% | +0.2% |
| 30D | -1.6% | -3.7% | +2.1% | -1.5% |
| 3M | +0.9% | +21.4% | -20.5% | +0.2% |
| 6M | +7.3% | +18.3% | -11.0% | +6.6% |
| YTD | +16.4% | -20.1% | +36.6% | +17.5% |
| 1Y | +3.0% | -32.8% | +35.7% | +4.6% |
| 3Y | -3.7% | +8.6% | -12.3% | -7.1% |
| 5Y | +15.6% | -4.5% | +20.1% | +9.6% |
| All | +24.8% | +32.0% | -7.2% | +14.7% |
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