-2.8%
MCHP vs OWL
-0.3%
-2.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.2% |
| 7D | -2.1% | -11.9% | +9.8% | +3.5% |
| 30D | -11.1% | -13.7% | +2.6% | -5.5% |
| 3M | -18.1% | +12.3% | -30.3% | -22.9% |
| 6M | +10.8% | +15.0% | -4.2% | +0.8% |
| YTD | +14.2% | -25.7% | +40.0% | +30.0% |
| 1Y | +13.5% | -39.5% | +53.0% | +43.3% |
| All | -2.8% | -0.3% | -2.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling