+4.7%
MDT vs LOW
-20.7%
+25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.9% |
| 7D | +3.2% | -1.7% | +5.0% | +3.6% |
| 30D | +9.5% | -7.0% | +16.6% | +11.3% |
| 3M | +16.0% | -0.9% | +16.9% | +16.5% |
| 6M | +0.2% | -20.1% | +20.3% | +2.9% |
| YTD | -0.3% | -13.9% | +13.6% | +1.8% |
| 1Y | +4.7% | -21.1% | +25.9% | +10.7% |
| All | +4.7% | -20.7% | +25.4% | +10.7% |
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