+101.9%
MPC vs OWL
-28.3%
+130.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +4.7% |
| 7D | -9.4% | -2.4% | -7.1% | -9.5% |
| 30D | -14.3% | +9.3% | -23.6% | -14.0% |
| 3M | +31.1% | -11.0% | +42.1% | +31.2% |
| 6M | +60.3% | +2.4% | +57.8% | +61.4% |
| YTD | +142.5% | -26.2% | +168.7% | +148.8% |
| All | +101.9% | -28.3% | +130.1% | +106.4% |
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