+1.9%
MDLZ vs OWL
-32.5%
+34.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.4% |
| 7D | 0.0% | -3.9% | +4.0% | -0.1% |
| 30D | -1.6% | -3.7% | +2.1% | -1.6% |
| 3M | +0.9% | +21.4% | -20.5% | +2.0% |
| 6M | +7.3% | +18.3% | -11.0% | +8.4% |
| YTD | +16.4% | -20.1% | +36.6% | +17.7% |
| All | +1.9% | -32.5% | +34.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling