+146.5%
MPWR vs OWL
-13.7%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.5% |
| 7D | -1.7% | -4.9% | +3.2% | +0.5% |
| 30D | -16.5% | +7.8% | -24.3% | -19.9% |
| 3M | -12.3% | -12.7% | +0.4% | -7.8% |
| 6M | -27.7% | -2.8% | -24.9% | -29.1% |
| YTD | +32.0% | -30.1% | +62.1% | +55.1% |
| 1Y | +25.1% | -29.1% | +54.2% | +44.4% |
| 3Y | +146.5% | -12.3% | +158.8% | +139.1% |
| All | +146.5% | -13.7% | +160.2% | +139.1% |
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