-26.0%
OWL vs MLM
-12.5%
-13.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +4.6% |
| 7D | -2.4% | -3.8% | +1.5% | -0.7% |
| 30D | +9.3% | +11.0% | -1.7% | +6.1% |
| 3M | -11.0% | -3.1% | -7.9% | -10.2% |
| 6M | +2.4% | -9.8% | +12.2% | +4.3% |
| YTD | -26.2% | -14.4% | -11.8% | -26.2% |
| All | -26.0% | -12.5% | -13.5% | -27.0% |
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