+38.5%
MMM vs OWL
+27.7%
+10.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -2.6% | -6.4% | +3.8% | -1.3% |
| 30D | -9.3% | -5.0% | -4.3% | -8.5% |
| 3M | +5.6% | +15.4% | -9.8% | +2.1% |
| 6M | +9.5% | +15.5% | -6.0% | +5.0% |
| YTD | +4.1% | -22.7% | +26.8% | +8.6% |
| 1Y | +9.4% | -34.1% | +43.4% | +17.4% |
| 3Y | +101.0% | +5.1% | +95.9% | +96.0% |
| 5Y | +26.1% | -11.5% | +37.6% | +20.7% |
| All | +38.5% | +27.7% | +10.8% | +33.7% |
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 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