+3,172.5%
MMM vs LOW
+40,328.9%
-37,156.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | +8.7% | -1.7% | +4.8% |
| 30D | +18.4% | +25.5% | -7.1% | +11.7% |
| 3M | +4.5% | +6.6% | -2.1% | +2.7% |
| 6M | +33.4% | +2.4% | +31.0% | +32.3% |
| YTD | +20.0% | -1.7% | +21.7% | +20.1% |
| 1Y | +15.0% | +1.7% | +13.3% | +14.1% |
| 3Y | +165.0% | +26.6% | +138.4% | +148.6% |
| 5Y | +47.9% | +10.1% | +37.8% | +42.5% |
| 10Y | +79.6% | +303.3% | -223.7% | +24.0% |
| All | +3,172.5% | +40,328.9% | -37,156.4% | +842.6% |
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