-3.5%
MCD vs LOW
+2.0%
-5.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.6% |
| 7D | +5.9% | +6.4% | -0.4% | +3.6% |
| 30D | +19.6% | +25.6% | -5.9% | +11.1% |
| 3M | +3.3% | +4.6% | -1.3% | +0.7% |
| 6M | +3.5% | +2.5% | +0.9% | +1.1% |
| YTD | -6.1% | -1.6% | -4.5% | -8.7% |
| All | -3.5% | +2.0% | -5.5% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling