+7,983.2%
MDT vs LOW
+35,323.5%
-27,340.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.8% |
| 7D | +3.2% | -1.7% | +5.0% | +3.6% |
| 30D | +9.5% | -7.0% | +16.6% | +11.4% |
| 3M | +16.0% | -0.9% | +16.9% | +16.1% |
| 6M | +0.2% | -20.1% | +20.3% | +5.5% |
| YTD | -0.3% | -13.9% | +13.6% | +2.9% |
| 1Y | +4.7% | -21.1% | +25.9% | +10.2% |
| 3Y | +26.5% | -6.6% | +33.2% | +26.6% |
| 5Y | -18.2% | +9.4% | -27.5% | -22.3% |
| 10Y | +40.0% | +220.5% | -180.5% | -0.1% |
| All | +7,983.2% | +35,323.5% | -27,340.3% | +1,655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling