+37.9%
MCD vs OWL
+38.2%
-0.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -6.0% | +3.7% | -9.7% | -6.2% |
| 3M | -5.6% | +17.5% | -23.1% | -6.5% |
| 6M | -21.9% | +18.5% | -40.4% | -22.7% |
| YTD | -14.7% | -16.3% | +1.6% | -14.3% |
| 1Y | -17.3% | -29.7% | +12.5% | -16.3% |
| 3Y | -2.2% | +14.2% | -16.3% | -5.3% |
| 5Y | +20.3% | +2.5% | +17.8% | +15.2% |
| All | +37.9% | +38.2% | -0.3% | +30.1% |
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