-16.9%
OWL vs MTUM
+78.7%
-95.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | 0.0% |
| 7D | -10.1% | +0.7% | -10.8% | -10.8% |
| 30D | -11.9% | -2.4% | -9.5% | -10.0% |
| 3M | +10.7% | -3.6% | +14.4% | +12.0% |
| 6M | +22.1% | +23.7% | -1.5% | -9.0% |
| YTD | -24.8% | +22.9% | -47.7% | -43.6% |
| 1Y | -39.2% | +21.8% | -61.0% | -53.8% |
| 3Y | +1.7% | +114.4% | -112.7% | -59.0% |
| All | -16.9% | +78.7% | -95.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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