+0.5%
OWL vs MKC
-31.7%
+32.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.9% |
| 7D | -11.9% | -2.8% | -9.1% | -11.7% |
| 30D | -13.7% | -3.4% | -10.3% | -13.5% |
| 3M | +12.3% | +3.8% | +8.5% | +11.9% |
| 6M | +15.0% | -17.9% | +32.9% | +16.4% |
| YTD | -25.7% | -23.6% | -2.1% | -24.4% |
| 1Y | -39.5% | -23.1% | -16.4% | -38.4% |
| All | +0.5% | -31.7% | +32.2% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling