+180.6%
MPC vs OWL
+13.9%
+166.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +5.4% | -2.2% | +7.7% | +5.8% |
| 30D | +31.0% | +3.7% | +27.3% | +30.0% |
| 3M | +46.0% | +17.5% | +28.5% | +41.5% |
| 6M | +77.3% | +18.5% | +58.8% | +70.6% |
| YTD | +141.9% | -16.3% | +158.2% | +151.3% |
| 1Y | +120.9% | -29.7% | +150.6% | +138.4% |
| All | +180.6% | +13.9% | +166.8% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling