-24.9%
OWL vs MDLN
-2.7%
-22.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.8% |
| 7D | -6.4% | -6.2% | -0.2% | -5.1% |
| 30D | -5.0% | +0.7% | -5.7% | -5.0% |
| 3M | +15.4% | -5.4% | +20.9% | +16.0% |
| 6M | +15.5% | -21.6% | +37.0% | +20.0% |
| YTD | -22.7% | -18.9% | -3.7% | -18.9% |
| All | -24.9% | -2.7% | -22.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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