+211.3%
MCD vs LOW
+328.1%
-116.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.7% |
| 7D | +5.9% | +6.4% | -0.4% | +3.8% |
| 30D | +19.6% | +25.6% | -5.9% | +11.0% |
| 3M | +3.3% | +4.6% | -1.3% | +1.6% |
| 6M | +3.5% | +2.5% | +0.9% | +2.2% |
| YTD | -6.1% | -1.6% | -4.5% | -6.5% |
| 1Y | -3.7% | +1.7% | -5.4% | -5.2% |
| 3Y | +13.4% | +29.4% | -16.1% | +1.2% |
| 5Y | +25.2% | +9.6% | +15.5% | +15.8% |
| 10Y | +211.3% | +313.3% | -102.1% | +87.6% |
| All | +211.3% | +328.1% | -116.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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