+15.0%
MMM vs OWL
-27.8%
+42.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +7.0% | +1.1% | +5.9% | +6.8% |
| 30D | +18.4% | +10.0% | +8.4% | +17.2% |
| 3M | +4.5% | -8.7% | +13.1% | +5.1% |
| 6M | +33.4% | +3.1% | +30.3% | +32.6% |
| YTD | +20.0% | -25.6% | +45.6% | +25.2% |
| 1Y | +15.0% | -25.5% | +40.5% | +18.5% |
| All | +15.0% | -27.8% | +42.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling