-3.5%
MDT vs OWL
+24.2%
-27.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -3.4% | -10.1% | +6.7% | -2.2% |
| 30D | +0.2% | -11.9% | +12.1% | +1.6% |
| 3M | +14.3% | +10.7% | +3.5% | +12.5% |
| 6M | +4.0% | +22.1% | -18.1% | +0.8% |
| YTD | -3.7% | -24.8% | +21.1% | -1.1% |
| 1Y | -0.4% | -39.2% | +38.8% | +4.8% |
| 3Y | +23.3% | +1.7% | +21.6% | +17.9% |
| 5Y | -18.9% | -15.5% | -3.4% | -23.3% |
| All | -3.5% | +24.2% | -27.8% | -12.2% |
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 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