+39.1%
OWL vs MKC
-37.3%
+76.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -3.9% | -4.3% | +0.4% | -3.4% |
| 30D | -3.7% | -2.0% | -1.7% | -3.4% |
| 3M | +21.4% | +10.0% | +11.4% | +19.4% |
| 6M | +18.3% | -18.5% | +36.9% | +21.7% |
| YTD | -20.1% | -22.4% | +2.3% | -17.3% |
| 1Y | -32.8% | -23.6% | -9.2% | -30.3% |
| 3Y | +8.6% | -30.4% | +39.0% | +14.5% |
| 5Y | -4.5% | -34.2% | +29.7% | +1.7% |
| All | +39.1% | -37.3% | +76.4% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling