-29.7%
OWL vs MXL
+316.6%
-346.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | -2.2% | +1.6% | -3.9% | -2.3% |
| 30D | +3.7% | -7.0% | +10.7% | +3.8% |
| 3M | +17.5% | -33.4% | +50.9% | +18.1% |
| 6M | +18.5% | +260.2% | -241.6% | -5.8% |
| YTD | -16.3% | +260.0% | -276.3% | -33.9% |
| 1Y | -29.7% | +303.5% | -333.2% | -47.3% |
| All | -29.7% | +316.6% | -346.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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