+35.7%
MDLZ vs OWL
+22.0%
+13.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.4% |
| 7D | +0.1% | -2.4% | +2.4% | +0.2% |
| 30D | +10.0% | +9.3% | +0.7% | +9.6% |
| 3M | +7.1% | -11.0% | +18.0% | +7.4% |
| 6M | +9.8% | +2.4% | +7.4% | +9.6% |
| YTD | +26.6% | -26.2% | +52.8% | +28.0% |
| 1Y | +20.3% | -27.4% | +47.8% | +21.7% |
| 3Y | +5.4% | -8.7% | +14.1% | +2.8% |
| 5Y | +22.2% | -19.3% | +41.5% | +16.3% |
| All | +35.7% | +22.0% | +13.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling