+5.4%
MDB vs OWL
+27.7%
-22.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +2.6% |
| 7D | -4.5% | -6.4% | +1.8% | -0.7% |
| 30D | -14.0% | -5.0% | -9.0% | -11.0% |
| 3M | +5.3% | +15.4% | -10.1% | -3.3% |
| 6M | +31.9% | +15.5% | +16.4% | +18.4% |
| YTD | -14.6% | -22.7% | +8.1% | -2.1% |
| 1Y | +8.2% | -34.1% | +42.3% | +34.0% |
| 3Y | -5.0% | +5.1% | -10.1% | -15.1% |
| 5Y | -24.5% | -11.5% | -13.1% | -31.3% |
| All | +5.4% | +27.7% | -22.4% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling