+17.1%
MCHP vs OWL
-38.6%
+55.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.4% |
| 7D | 0.0% | -10.1% | +10.2% | +2.6% |
| 30D | -6.0% | -11.9% | +5.9% | -3.4% |
| 3M | -19.7% | +10.7% | -30.4% | -21.6% |
| 6M | +14.0% | +22.1% | -8.1% | +7.4% |
| YTD | +18.4% | -24.8% | +43.2% | +31.7% |
| 1Y | +17.1% | -39.2% | +56.3% | +30.9% |
| All | +17.1% | -38.6% | +55.7% | +30.9% |
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 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