+3,118.4%
MMM vs LOW
+39,559.9%
-36,441.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +14.4% | +21.3% | -6.9% | +8.9% |
| 3M | +1.8% | +6.0% | -4.2% | +0.2% |
| 6M | +31.3% | +2.6% | +28.7% | +30.1% |
| YTD | +18.0% | -3.6% | +21.6% | +18.7% |
| 1Y | +10.9% | -1.0% | +11.8% | +10.7% |
| 3Y | +160.6% | +24.2% | +136.4% | +145.7% |
| 5Y | +44.5% | +6.3% | +38.2% | +40.4% |
| 10Y | +75.9% | +294.1% | -218.2% | +22.1% |
| All | +3,118.4% | +39,559.9% | -36,441.5% | +831.6% |
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