-11.6%
OWL vs MLM
+20.9%
-32.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.2% | -2.0% | -4.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.1% |
| 30D | +9.0% | +7.9% | +1.1% | +4.8% |
| 3M | -12.7% | -4.5% | -8.3% | -10.3% |
| 6M | -4.0% | -12.6% | +8.6% | +3.0% |
| YTD | -29.6% | -14.9% | -14.7% | -24.7% |
| 1Y | -31.9% | -13.1% | -18.9% | -28.5% |
| All | -11.6% | +20.9% | -32.6% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling