+38.0%
MCD vs OWL
+32.0%
+6.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.6% | +0.3% |
| 7D | -2.0% | -3.9% | +1.9% | -1.8% |
| 30D | -6.1% | -3.7% | -2.5% | -6.0% |
| 3M | -7.3% | +21.4% | -28.6% | -8.3% |
| 6M | -20.9% | +18.3% | -39.3% | -21.8% |
| YTD | -14.7% | -20.1% | +5.4% | -14.1% |
| 1Y | -16.1% | -32.8% | +16.7% | -14.9% |
| 3Y | -1.5% | +8.6% | -10.1% | -4.4% |
| 5Y | +20.4% | -4.5% | +24.9% | +15.6% |
| All | +38.0% | +32.0% | +6.0% | +30.4% |
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