+2,812.9%
MMM vs LOW
+35,323.5%
-32,510.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | -3.3% | -1.7% | -1.6% | -2.9% |
| 30D | -7.0% | -7.0% | 0.0% | -5.3% |
| 3M | +10.8% | -0.9% | +11.7% | +10.9% |
| 6M | +5.8% | -20.1% | +25.8% | +11.7% |
| YTD | +6.8% | -13.9% | +20.7% | +10.6% |
| 1Y | +10.4% | -21.1% | +31.5% | +16.8% |
| 3Y | +104.7% | -6.6% | +111.3% | +107.2% |
| 5Y | +23.6% | +9.4% | +14.2% | +19.5% |
| 10Y | +54.1% | +220.5% | -166.4% | +12.4% |
| All | +2,812.9% | +35,323.5% | -32,510.6% | +768.0% |
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