+51.8%
MCD vs OWL
+22.0%
+29.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.5% |
| 7D | +5.9% | -2.4% | +8.3% | +6.1% |
| 30D | +19.6% | +9.3% | +10.4% | +19.0% |
| 3M | +3.3% | -11.0% | +14.2% | +3.7% |
| 6M | +3.5% | +2.4% | +1.0% | +3.1% |
| YTD | -6.1% | -26.2% | +20.0% | -5.2% |
| 1Y | -3.7% | -27.4% | +23.8% | -2.7% |
| 3Y | +13.4% | -8.7% | +22.1% | +11.2% |
| 5Y | +25.2% | -19.3% | +44.5% | +20.5% |
| All | +51.8% | +22.0% | +29.8% | +43.9% |
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