+117.2%
MPC vs LOW
-0.5%
+117.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.5% | -15.6% | -5.6% |
| 7D | -10.9% | +15.6% | -26.5% | -6.4% |
| 30D | -9.4% | +28.6% | -38.0% | -1.9% |
| 3M | +26.0% | +5.8% | +20.1% | +28.8% |
| 6M | +56.5% | +3.8% | +52.7% | +60.5% |
| YTD | +144.3% | -2.8% | +147.1% | +152.1% |
| 1Y | +117.2% | -1.4% | +118.6% | +125.2% |
| All | +117.2% | -0.5% | +117.7% | +125.2% |
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