+34.6%
OWL vs MXL
+133.1%
-98.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.5% | -10.7% | -4.4% |
| 7D | -6.4% | +19.0% | -25.4% | -9.1% |
| 30D | -5.0% | +4.5% | -9.5% | -6.4% |
| 3M | +15.4% | -1.5% | +16.9% | +10.7% |
| 6M | +15.5% | +348.6% | -333.1% | -26.5% |
| YTD | -22.7% | +310.3% | -332.9% | -49.9% |
| 1Y | -34.1% | +344.7% | -378.8% | -58.6% |
| 3Y | +5.1% | +211.2% | -206.1% | -36.4% |
| 5Y | -11.5% | +34.8% | -46.3% | -35.5% |
| All | +34.6% | +133.1% | -98.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling