+59.5%
MMM vs OWL
+22.8%
+36.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | +18.4% | +10.0% | +8.4% | +16.0% |
| 3M | +4.5% | -8.7% | +13.1% | +6.0% |
| 6M | +33.4% | +3.1% | +30.3% | +31.4% |
| YTD | +20.0% | -25.6% | +45.6% | +25.8% |
| 1Y | +15.0% | -25.5% | +40.5% | +20.3% |
| 3Y | +165.0% | -9.4% | +174.4% | +165.3% |
| 5Y | +47.9% | -18.2% | +66.1% | +42.4% |
| All | +59.5% | +22.8% | +36.7% | +55.0% |
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