-18.2%
MDT vs OWL
-15.1%
-3.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -3.4% | -10.1% | +6.7% | -2.1% |
| 30D | +0.2% | -11.9% | +12.1% | +1.8% |
| 3M | +14.3% | +10.7% | +3.5% | +12.4% |
| 6M | +4.0% | +22.1% | -18.1% | +0.5% |
| YTD | -3.7% | -24.8% | +21.1% | -0.7% |
| 1Y | -0.4% | -39.2% | +38.8% | +5.5% |
| 3Y | +23.3% | +1.7% | +21.6% | +15.9% |
| All | -18.2% | -15.1% | -3.1% | -23.6% |
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