+1,039.6%
MPC vs OWL
+22.6%
+1,017.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | -12.2% | +11.6% | -23.8% | -14.1% |
| 3M | +20.1% | -13.8% | +33.9% | +22.7% |
| 6M | +60.6% | +7.8% | +52.8% | +56.3% |
| YTD | +150.6% | -25.8% | +176.4% | +161.8% |
| 1Y | +104.7% | -26.5% | +131.1% | +113.8% |
| 3Y | +194.5% | -9.6% | +204.1% | +189.9% |
| 5Y | +582.3% | -20.8% | +603.1% | +552.8% |
| All | +1,039.6% | +22.6% | +1,017.0% | +919.5% |
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