+195.7%
MRVL vs OWL
-12.9%
+208.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +1.5% | +9.5% | +10.3% |
| 30D | -36.1% | +13.4% | -49.5% | -40.9% |
| 3M | -29.4% | -21.2% | -8.2% | -20.9% |
| 6M | -11.9% | +4.0% | -15.9% | -16.8% |
| YTD | +84.8% | -29.0% | +113.8% | +120.6% |
| 1Y | +79.4% | -28.4% | +107.8% | +112.2% |
| 3Y | +195.7% | -14.5% | +210.3% | +206.2% |
| All | +195.7% | -12.9% | +208.6% | +206.2% |
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