-2.0%
MDT vs OWL
+32.0%
-34.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.4% |
| 7D | +0.4% | -3.9% | +4.3% | +0.8% |
| 30D | +6.0% | -3.7% | +9.7% | +6.3% |
| 3M | +15.5% | +21.4% | -5.9% | +12.6% |
| 6M | +3.4% | +18.3% | -15.0% | +0.7% |
| YTD | -2.2% | -20.1% | +17.9% | -0.2% |
| 1Y | +2.6% | -32.8% | +35.4% | +6.6% |
| 3Y | +27.5% | +8.6% | +19.0% | +21.0% |
| 5Y | -20.1% | -4.5% | -15.6% | -25.2% |
| All | -2.0% | +32.0% | -34.0% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling