-16.5%
OWL vs MKC
-33.9%
+17.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.8% |
| 7D | -11.9% | -2.8% | -9.1% | -11.5% |
| 30D | -13.7% | -3.4% | -10.3% | -13.2% |
| 3M | +12.3% | +3.8% | +8.5% | +11.3% |
| 6M | +15.0% | -17.9% | +32.9% | +18.8% |
| YTD | -25.7% | -23.6% | -2.1% | -22.5% |
| 1Y | -39.5% | -23.1% | -16.4% | -37.0% |
| 3Y | +0.9% | -31.5% | +32.4% | +7.9% |
| 5Y | -16.5% | -33.1% | +16.6% | -10.5% |
| All | -16.5% | -33.9% | +17.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling