+30.9%
OWL vs MKC
-38.0%
+68.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -10.1% | -1.5% | -8.7% | -9.9% |
| 30D | -11.9% | -3.1% | -8.8% | -11.5% |
| 3M | +10.7% | +5.2% | +5.5% | +9.7% |
| 6M | +22.1% | -12.8% | +34.9% | +24.3% |
| YTD | -24.8% | -23.3% | -1.5% | -22.1% |
| 1Y | -39.2% | -24.1% | -15.1% | -36.9% |
| 3Y | +1.7% | -32.1% | +33.9% | +7.8% |
| 5Y | -15.5% | -32.8% | +17.3% | -9.3% |
| All | +30.9% | -38.0% | +68.9% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling