+54.7%
MMM vs OWL
+17.3%
+37.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | +11.7% | +13.4% | -1.8% | +8.8% |
| 3M | +1.0% | -21.2% | +22.2% | +5.6% |
| 6M | +26.0% | +4.0% | +22.0% | +24.0% |
| YTD | +16.3% | -29.0% | +45.3% | +23.1% |
| 1Y | +9.6% | -28.4% | +38.1% | +15.6% |
| 3Y | +157.3% | -14.5% | +171.9% | +160.6% |
| 5Y | +42.5% | -21.5% | +63.9% | +38.5% |
| All | +54.7% | +17.3% | +37.5% | +51.7% |
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