+290.9%
MRVL vs OWL
-6.9%
+297.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +6.2% |
| 7D | +13.8% | -6.4% | +20.2% | +18.2% |
| 30D | +12.7% | -5.0% | +17.7% | +14.9% |
| 3M | -11.9% | +15.4% | -27.3% | -20.9% |
| 6M | +153.8% | +15.5% | +138.4% | +121.5% |
| YTD | +177.0% | -22.7% | +199.6% | +213.3% |
| 1Y | +252.3% | -34.1% | +286.4% | +335.1% |
| 3Y | +325.5% | +5.1% | +320.5% | +279.3% |
| 5Y | +290.9% | -11.5% | +302.3% | +268.4% |
| All | +290.9% | -6.9% | +297.7% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling