+82.3%
MET vs OWL
-6.9%
+89.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.2% |
| 7D | -0.8% | -6.4% | +5.6% | +1.3% |
| 30D | -1.4% | -5.0% | +3.6% | -0.1% |
| 3M | +12.5% | +15.4% | -2.9% | +6.6% |
| 6M | +37.1% | +15.5% | +21.6% | +28.5% |
| YTD | +23.8% | -22.7% | +46.5% | +32.0% |
| 1Y | +24.1% | -34.1% | +58.2% | +38.5% |
| 3Y | +65.2% | +5.1% | +60.1% | +55.2% |
| 5Y | +82.3% | -11.5% | +93.7% | +69.8% |
| All | +82.3% | -6.9% | +89.1% | +69.8% |
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