+45.7%
OWL vs MLM
+97.4%
-51.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -0.6% |
| 30D | +3.7% | -6.8% | +10.5% | +8.0% |
| 3M | +17.5% | -11.2% | +28.8% | +25.1% |
| 6M | +18.5% | -21.8% | +40.4% | +35.3% |
| YTD | -16.3% | -17.0% | +0.6% | -8.9% |
| 1Y | -29.7% | -16.4% | -13.4% | -23.8% |
| 3Y | +14.2% | +14.5% | -0.3% | +0.6% |
| 5Y | +2.5% | +41.7% | -39.3% | -22.0% |
| All | +45.7% | +97.4% | -51.8% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling