+167.2%
MMM vs OWL
-9.3%
+176.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +0.6% |
| 7D | +5.8% | -2.4% | +8.1% | +6.3% |
| 30D | +17.9% | +9.3% | +8.7% | +15.4% |
| 3M | +3.6% | -11.0% | +14.5% | +5.9% |
| 6M | +32.9% | +2.4% | +30.5% | +30.9% |
| YTD | +19.5% | -26.2% | +45.6% | +28.1% |
| 1Y | +16.5% | -27.4% | +44.0% | +25.1% |
| 3Y | +167.2% | -8.7% | +175.8% | +176.9% |
| All | +167.2% | -9.3% | +176.5% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling