+104.8%
MMM vs LOW
-8.4%
+113.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -8.0% | -10.1% | +2.1% | -2.9% |
| 3M | +9.4% | -2.9% | +12.2% | +10.4% |
| 6M | +10.2% | -19.4% | +29.6% | +22.7% |
| YTD | +6.1% | -15.4% | +21.6% | +14.8% |
| 1Y | +10.8% | -24.9% | +35.7% | +28.1% |
| 3Y | +104.8% | -7.8% | +112.6% | +93.7% |
| All | +104.8% | -8.4% | +113.2% | +93.7% |
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