+27.0%
MMM vs LOW
+8.3%
+18.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -8.0% | -10.1% | +2.1% | -3.3% |
| 3M | +9.4% | -2.9% | +12.2% | +10.4% |
| 6M | +10.2% | -19.4% | +29.6% | +21.6% |
| YTD | +6.1% | -15.4% | +21.6% | +14.1% |
| 1Y | +10.8% | -24.9% | +35.7% | +26.1% |
| 3Y | +104.8% | -7.8% | +112.6% | +107.6% |
| 5Y | +27.0% | +8.4% | +18.6% | +14.7% |
| All | +27.0% | +8.3% | +18.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling