+30.9%
OWL vs MXL
+143.1%
-112.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | 0.0% |
| 7D | -10.1% | +18.9% | -29.0% | -12.7% |
| 30D | -11.9% | +0.3% | -12.2% | -12.6% |
| 3M | +10.7% | -8.0% | +18.8% | +7.6% |
| 6M | +22.1% | +341.2% | -319.1% | -21.6% |
| YTD | -24.8% | +327.8% | -352.6% | -51.6% |
| 1Y | -39.2% | +364.9% | -404.1% | -62.1% |
| 3Y | +1.7% | +229.2% | -227.5% | -39.1% |
| 5Y | -15.5% | +42.8% | -58.3% | -38.9% |
| All | +30.9% | +143.1% | -112.2% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling