-15.1%
MP vs LOW
+4.9%
-19.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.6% |
| 7D | -10.5% | +7.4% | -17.9% | -14.7% |
| 30D | -23.5% | +24.5% | -48.0% | -33.6% |
| 3M | -25.4% | +3.5% | -28.9% | -27.6% |
| 6M | -51.3% | -2.6% | -48.7% | -51.5% |
| YTD | -29.9% | -4.8% | -25.1% | -30.2% |
| 1Y | -31.8% | -0.8% | -31.0% | -34.7% |
| 3Y | +127.0% | +22.8% | +104.2% | +77.2% |
| All | -15.1% | +4.9% | -19.9% | -27.1% |
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