+54.7%
MMM vs LOW
+225.8%
-171.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -9.3% | -9.3% | 0.0% | -5.7% |
| 3M | +5.6% | -8.1% | +13.7% | +8.9% |
| 6M | +9.5% | -19.8% | +29.2% | +19.0% |
| YTD | +4.1% | -16.4% | +20.5% | +11.3% |
| 1Y | +9.4% | -24.7% | +34.0% | +21.7% |
| 3Y | +101.0% | -8.8% | +109.8% | +105.7% |
| 5Y | +26.1% | +7.8% | +18.3% | +19.5% |
| 10Y | +54.7% | +233.8% | -179.1% | -3.1% |
| All | +54.7% | +225.8% | -171.1% | -3.1% |
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