+1,025.2%
MPC vs OWL
+32.0%
+993.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +3.1% |
| 7D | +3.9% | -3.9% | +7.8% | +4.6% |
| 30D | +33.8% | -3.7% | +37.4% | +34.4% |
| 3M | +49.9% | +21.4% | +28.5% | +43.6% |
| 6M | +80.9% | +18.3% | +62.6% | +72.8% |
| YTD | +147.4% | -20.1% | +167.5% | +155.9% |
| 1Y | +123.2% | -32.8% | +156.0% | +138.5% |
| 3Y | +171.7% | +8.6% | +163.2% | +158.4% |
| 5Y | +678.6% | -4.5% | +683.0% | +629.6% |
| All | +1,025.2% | +32.0% | +993.3% | +896.6% |
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