+1,000.1%
MPC vs OWL
+38.2%
+961.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.9% |
| 3M | +46.0% | +17.5% | +28.5% | +40.9% |
| 6M | +77.3% | +18.5% | +58.8% | +69.5% |
| YTD | +141.9% | -16.3% | +158.2% | +148.2% |
| 1Y | +120.9% | -29.7% | +150.6% | +134.2% |
| 3Y | +182.7% | +14.2% | +168.5% | +166.4% |
| 5Y | +646.4% | +2.5% | +643.9% | +592.5% |
| All | +1,000.1% | +38.2% | +961.9% | +866.5% |
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