+117.2%
MPC vs OWL
-28.0%
+145.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -7.9% |
| 7D | -10.9% | +10.1% | -21.0% | -10.4% |
| 30D | -9.4% | +18.7% | -28.1% | -8.7% |
| 3M | +26.0% | -6.2% | +32.1% | +26.3% |
| 6M | +56.5% | +9.8% | +46.7% | +57.9% |
| YTD | +144.3% | -24.2% | +168.4% | +148.1% |
| 1Y | +117.2% | -26.6% | +143.8% | +121.7% |
| All | +117.2% | -28.0% | +145.3% | +121.7% |
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 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