+85.0%
MET vs OWL
-12.9%
+97.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.5% | +1.5% | +2.9% | +3.9% |
| 30D | +3.5% | +13.4% | -9.9% | -0.5% |
| 3M | +5.9% | -21.2% | +27.2% | +13.3% |
| 6M | +33.1% | +4.0% | +29.0% | +29.2% |
| YTD | +33.6% | -29.0% | +62.6% | +46.9% |
| 1Y | +32.7% | -28.4% | +61.1% | +44.9% |
| 3Y | +85.0% | -14.5% | +99.6% | +93.7% |
| All | +85.0% | -12.9% | +97.9% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling