+46.7%
MCD vs OWL
+17.3%
+29.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +1.5% | -3.2% | -1.7% |
| 30D | +14.1% | +13.4% | +0.7% | +13.4% |
| 3M | +0.6% | -21.2% | +21.8% | +1.7% |
| 6M | 0.0% | +4.0% | -4.0% | -0.4% |
| YTD | -9.3% | -29.0% | +19.7% | -8.2% |
| 1Y | -9.3% | -28.4% | +19.1% | -8.3% |
| 3Y | +8.6% | -14.5% | +23.1% | +6.9% |
| 5Y | +21.9% | -21.5% | +43.4% | +17.6% |
| All | +46.7% | +17.3% | +29.4% | +39.4% |
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