+181.3%
MCD vs LOW
+225.8%
-44.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | -6.7% | -9.3% | +2.5% | -3.8% |
| 3M | -9.6% | -8.1% | -1.5% | -7.2% |
| 6M | -22.3% | -19.8% | -2.5% | -17.0% |
| YTD | -15.4% | -16.4% | +0.9% | -11.1% |
| 1Y | -16.8% | -24.7% | +7.9% | -9.6% |
| 3Y | -2.4% | -8.8% | +6.4% | -2.0% |
| 5Y | +19.4% | +7.8% | +11.6% | +10.1% |
| 10Y | +181.3% | +233.8% | -52.5% | +75.3% |
| All | +181.3% | +225.8% | -44.5% | +75.3% |
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