+24.2%
MDT vs LOW
-10.3%
+34.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -2.6% | +1.0% | -0.9% |
| 30D | +1.0% | -11.1% | +12.2% | +4.2% |
| 3M | +15.2% | -8.5% | +23.7% | +17.8% |
| 6M | +3.7% | -20.8% | +24.5% | +9.6% |
| YTD | -3.0% | -17.2% | +14.2% | +0.9% |
| 1Y | +2.5% | -24.7% | +27.2% | +9.4% |
| All | +24.2% | -10.3% | +34.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling