+419.8%
MRVL vs OWL
+32.0%
+387.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +3.2% |
| 7D | +7.1% | -3.9% | +11.1% | +9.3% |
| 30D | +3.1% | -3.7% | +6.7% | +4.3% |
| 3M | -21.9% | +21.4% | -43.3% | -30.6% |
| 6M | +151.8% | +18.3% | +133.5% | +122.2% |
| YTD | +165.6% | -20.1% | +185.7% | +190.3% |
| 1Y | +242.3% | -32.8% | +275.0% | +306.3% |
| 3Y | +308.2% | +8.6% | +299.6% | +284.2% |
| 5Y | +280.4% | -4.5% | +284.8% | +256.0% |
| All | +419.8% | +32.0% | +387.9% | +348.6% |
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