+77.3%
MPC vs OWL
+17.2%
+60.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +5.4% | -2.2% | +7.7% | +5.3% |
| 30D | +31.0% | +3.7% | +27.3% | +31.4% |
| 3M | +46.0% | +17.5% | +28.5% | +48.3% |
| 6M | +77.3% | +18.5% | +58.8% | +74.3% |
| All | +77.3% | +17.2% | +60.1% | +74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling