-29.1%
OWL vs MLM
-14.5%
-14.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -4.9% | -4.1% | -0.8% | -3.1% |
| 30D | +7.8% | +8.2% | -0.4% | +5.7% |
| 3M | -12.7% | -3.6% | -9.1% | -11.5% |
| 6M | -2.8% | -15.6% | +12.7% | +0.6% |
| YTD | -30.1% | -16.4% | -13.6% | -29.3% |
| 1Y | -29.1% | -14.3% | -14.7% | -30.7% |
| All | -29.1% | -14.5% | -14.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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