+27.0%
MMM vs OWL
-3.7%
+30.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.5% |
| 7D | -1.6% | -3.9% | +2.3% | -0.7% |
| 30D | -8.0% | -3.7% | -4.3% | -7.4% |
| 3M | +9.4% | +21.4% | -12.0% | +3.8% |
| 6M | +10.2% | +18.3% | -8.1% | +4.3% |
| YTD | +6.1% | -20.1% | +26.2% | +10.8% |
| 1Y | +10.8% | -32.8% | +43.6% | +20.3% |
| 3Y | +104.8% | +8.6% | +96.2% | +93.2% |
| 5Y | +27.0% | -4.5% | +31.5% | +17.4% |
| All | +27.0% | -3.7% | +30.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling