+48.2%
MMM vs OWL
-23.9%
+72.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +0.5% |
| 7D | +5.8% | -2.4% | +8.1% | +6.4% |
| 30D | +17.9% | +9.3% | +8.7% | +15.3% |
| 3M | +3.6% | -11.0% | +14.5% | +6.0% |
| 6M | +32.9% | +2.4% | +30.5% | +30.7% |
| YTD | +19.5% | -26.2% | +45.6% | +27.0% |
| 1Y | +16.5% | -27.4% | +44.0% | +24.1% |
| 3Y | +167.2% | -8.7% | +175.8% | +162.3% |
| 5Y | +48.2% | -19.3% | +67.5% | +39.7% |
| All | +48.2% | -23.9% | +72.1% | +39.7% |
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 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