-8.2%
MCD vs OWL
-27.2%
+19.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.9% | -2.1% | +0.2% | -1.8% |
| 30D | +16.6% | +11.6% | +5.0% | +15.8% |
| 3M | +0.9% | -13.8% | +14.7% | +1.0% |
| 6M | +1.5% | +7.8% | -6.4% | +0.5% |
| YTD | -8.3% | -25.8% | +17.5% | -9.1% |
| All | -8.2% | -27.2% | +19.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling