+30.9%
OWL vs MDY
+75.6%
-44.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.2% |
| 7D | -10.1% | -1.9% | -8.3% | -7.9% |
| 30D | -11.9% | -4.6% | -7.3% | -6.4% |
| 3M | +10.7% | -1.2% | +12.0% | +12.9% |
| 6M | +22.1% | +9.2% | +12.9% | +9.4% |
| YTD | -24.8% | +13.1% | -37.9% | -35.2% |
| 1Y | -39.2% | +13.0% | -52.2% | -47.4% |
| 3Y | +1.7% | +49.2% | -47.5% | -35.4% |
| 5Y | -15.5% | +47.2% | -62.7% | -45.3% |
| All | +30.9% | +75.6% | -44.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling