-19.3%
MP vs LOW
+7.2%
-26.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +3.0% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -11.7% | +21.3% | -33.0% | -21.9% |
| 3M | -30.8% | +6.0% | -36.8% | -33.7% |
| 6M | -42.9% | +2.6% | -45.5% | -45.2% |
| YTD | -25.9% | -3.6% | -22.3% | -26.7% |
| 1Y | -37.3% | -1.0% | -36.3% | -39.7% |
| 3Y | +150.7% | +24.2% | +126.5% | +95.3% |
| 5Y | -19.3% | +6.3% | -25.6% | -33.1% |
| All | -19.3% | +7.2% | -26.5% | -33.1% |
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