-18.2%
OWL vs MLM
+29.9%
-48.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | +1.1% | -2.9% | +3.9% | +3.3% |
| 30D | +10.0% | +10.4% | -0.4% | +3.2% |
| 3M | -8.7% | -3.7% | -4.9% | -6.1% |
| 6M | +3.1% | -10.3% | +13.4% | +10.1% |
| YTD | -25.6% | -14.8% | -10.8% | -19.2% |
| 1Y | -25.5% | -13.9% | -11.6% | -19.9% |
| 3Y | -9.4% | +18.4% | -27.8% | -25.8% |
| 5Y | -18.2% | +31.8% | -50.0% | -42.2% |
| All | -18.2% | +29.9% | -48.1% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling