+1,067.9%
MPC vs OWL
+17.3%
+1,050.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.2% |
| 7D | +9.4% | +0.8% | +8.6% | +9.2% |
| 30D | -13.4% | +7.3% | -20.8% | -14.8% |
| 3M | +18.9% | -16.8% | +35.7% | +22.2% |
| 6M | +64.9% | +4.0% | +60.9% | +61.5% |
| YTD | +156.8% | -29.0% | +185.8% | +170.3% |
| 1Y | +113.2% | -29.7% | +142.8% | +124.4% |
| 3Y | +201.8% | -13.5% | +215.3% | +199.3% |
| 5Y | +601.4% | -21.5% | +622.8% | +573.7% |
| All | +1,067.9% | +17.3% | +1,050.6% | +952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling