+120.9%
MPC vs LOW
-20.7%
+141.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.7% |
| 7D | +5.4% | -1.7% | +7.2% | +5.0% |
| 30D | +31.0% | -7.0% | +38.0% | +28.4% |
| 3M | +46.0% | -0.9% | +46.9% | +46.0% |
| 6M | +77.3% | -20.1% | +97.4% | +73.9% |
| YTD | +141.9% | -13.9% | +155.8% | +140.1% |
| 1Y | +120.9% | -21.1% | +142.1% | +122.2% |
| All | +120.9% | -20.7% | +141.6% | +122.2% |
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