-26.6%
OWL vs MKC
-18.2%
-8.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.4% |
| 7D | +10.1% | +9.6% | +0.5% | +9.0% |
| 30D | +18.7% | +12.0% | +6.7% | +17.3% |
| 3M | -6.2% | -2.0% | -4.2% | -6.7% |
| 6M | +9.8% | +7.2% | +2.6% | +8.8% |
| YTD | -24.2% | -23.7% | -0.4% | -24.7% |
| 1Y | -26.6% | -18.3% | -8.3% | -26.8% |
| All | -26.6% | -18.2% | -8.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling