-17.9%
OWL vs MCO
+26.6%
-44.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -2.8% |
| 7D | -11.9% | -7.3% | -4.6% | -6.4% |
| 30D | -13.7% | -1.7% | -12.0% | -12.5% |
| 3M | +12.3% | +3.9% | +8.3% | +8.3% |
| 6M | +15.0% | +3.8% | +11.2% | +10.9% |
| YTD | -25.7% | -7.9% | -17.8% | -21.5% |
| 1Y | -39.5% | -6.8% | -32.6% | -37.2% |
| 3Y | +0.9% | +40.9% | -40.0% | -26.8% |
| All | -17.9% | +26.6% | -44.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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