-34.6%
MP vs LOW
-0.5%
-34.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.5% | -12.6% | -5.2% |
| 7D | -12.5% | +15.6% | -28.2% | -13.1% |
| 30D | -23.3% | +28.6% | -51.9% | -24.5% |
| 3M | -24.4% | +5.8% | -30.2% | -24.9% |
| 6M | -45.8% | +3.8% | -49.6% | -45.3% |
| YTD | -28.9% | -2.8% | -26.1% | -28.1% |
| 1Y | -34.6% | -1.4% | -33.2% | -34.0% |
| All | -34.6% | -0.5% | -34.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling