+78.4%
MMM vs LOW
+303.6%
-225.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | +1.0% | -3.6% | -3.0% |
| 30D | +17.4% | +25.6% | -8.2% | +7.1% |
| 3M | +3.6% | +5.3% | -1.7% | +1.3% |
| 6M | +33.0% | +3.7% | +29.3% | +30.4% |
| YTD | +19.6% | -1.9% | +21.5% | +19.7% |
| 1Y | +14.0% | +0.6% | +13.5% | +12.8% |
| 3Y | +164.3% | +26.4% | +137.9% | +138.1% |
| 5Y | +49.3% | +10.1% | +39.2% | +39.3% |
| 10Y | +78.4% | +301.3% | -222.9% | +6.5% |
| All | +78.4% | +303.6% | -225.3% | +6.5% |
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