+110.7%
MCK vs OWL
+0.9%
+109.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | +0.1% |
| 7D | -2.9% | -10.1% | +7.2% | -3.4% |
| 30D | +0.4% | -11.9% | +12.3% | -0.2% |
| 3M | +12.1% | +10.7% | +1.4% | +12.8% |
| 6M | -5.4% | +22.1% | -27.6% | -4.3% |
| YTD | +7.8% | -24.8% | +32.6% | +7.2% |
| 1Y | +22.9% | -39.2% | +62.1% | +21.5% |
| 3Y | +110.7% | +1.7% | +109.0% | +114.7% |
| All | +110.7% | +0.9% | +109.8% | +114.7% |
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