+34.6%
OWL vs MCO
+80.0%
-45.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.2% |
| 7D | -6.4% | -3.1% | -3.2% | -4.1% |
| 30D | -5.0% | -0.5% | -4.5% | -4.6% |
| 3M | +15.4% | +5.7% | +9.7% | +10.3% |
| 6M | +15.5% | +3.0% | +12.5% | +12.4% |
| YTD | -22.7% | -6.5% | -16.2% | -19.5% |
| 1Y | -34.1% | -5.8% | -28.3% | -32.2% |
| 3Y | +5.1% | +43.1% | -38.0% | -21.3% |
| 5Y | -11.5% | +29.5% | -40.9% | -37.7% |
| All | +34.6% | +80.0% | -45.3% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling