+954.4%
MPC vs OWL
+15.5%
+938.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -16.2% | -4.9% | -11.3% | -15.5% |
| 30D | -15.7% | +7.8% | -23.5% | -17.1% |
| 3M | +24.9% | -12.7% | +37.6% | +27.2% |
| 6M | +52.7% | -2.8% | +55.5% | +51.4% |
| YTD | +131.9% | -30.1% | +161.9% | +144.7% |
| 1Y | +96.6% | -29.1% | +125.7% | +106.5% |
| 3Y | +163.8% | -12.3% | +176.1% | +160.8% |
| 5Y | +533.1% | -27.5% | +560.7% | +513.5% |
| All | +954.4% | +15.5% | +938.9% | +853.1% |
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 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