+34.6%
MP vs OWL
+15.5%
+19.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.3% |
| 7D | -10.5% | -4.9% | -5.6% | -8.6% |
| 30D | -23.5% | +7.8% | -31.3% | -26.4% |
| 3M | -25.4% | -12.7% | -12.8% | -21.5% |
| 6M | -51.3% | -2.8% | -48.5% | -51.3% |
| YTD | -29.9% | -30.1% | +0.2% | -19.8% |
| 1Y | -31.8% | -29.1% | -2.8% | -22.8% |
| 3Y | +127.0% | -12.3% | +139.3% | +116.2% |
| 5Y | -3.3% | -27.5% | +24.3% | -11.6% |
| All | +34.6% | +15.5% | +19.1% | +24.0% |
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