-24.5%
MDB vs OWL
-3.7%
-20.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.1% | -0.3% |
| 7D | -18.0% | -3.9% | -14.1% | -15.6% |
| 30D | -10.7% | -3.7% | -7.1% | -8.1% |
| 3M | +1.0% | +21.4% | -20.4% | -11.8% |
| 6M | +31.6% | +18.3% | +13.3% | +14.0% |
| YTD | -15.2% | -20.1% | +4.9% | -2.7% |
| 1Y | +10.1% | -32.8% | +42.9% | +39.4% |
| 3Y | -5.6% | +8.6% | -14.2% | -25.2% |
| 5Y | -24.5% | -4.5% | -20.1% | -39.4% |
| All | -24.5% | -3.7% | -20.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling