+1,002.9%
MPC vs OWL
+22.0%
+980.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +3.6% |
| 7D | -9.4% | -2.4% | -7.1% | -9.1% |
| 30D | -14.3% | +9.3% | -23.6% | -15.9% |
| 3M | +31.1% | -11.0% | +42.1% | +33.2% |
| 6M | +60.3% | +2.4% | +57.8% | +57.6% |
| YTD | +142.5% | -26.2% | +168.7% | +153.6% |
| 1Y | +104.6% | -27.4% | +132.0% | +114.3% |
| 3Y | +191.7% | -8.7% | +200.4% | +186.6% |
| 5Y | +549.2% | -19.3% | +568.5% | +520.3% |
| All | +1,002.9% | +22.0% | +980.9% | +887.5% |
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