-4.6%
MDLZ vs OWL
+3.8%
-8.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.2% |
| 7D | 0.0% | -6.4% | +6.3% | -0.2% |
| 30D | +1.4% | -5.0% | +6.4% | +1.3% |
| 3M | 0.0% | +15.4% | -15.4% | +0.7% |
| 6M | +9.1% | +15.5% | -6.3% | +9.9% |
| YTD | +17.9% | -22.7% | +40.6% | +17.8% |
| 1Y | +3.2% | -34.1% | +37.3% | +2.7% |
| All | -4.6% | +3.8% | -8.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling