+1,134.0%
MPC vs LOW
+224.9%
+909.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.1% |
| 7D | +3.9% | +0.4% | +3.5% | +3.6% |
| 30D | +33.8% | -10.1% | +43.9% | +40.0% |
| 3M | +49.9% | -2.9% | +52.7% | +49.9% |
| 6M | +80.9% | -19.4% | +100.3% | +95.4% |
| YTD | +147.4% | -15.4% | +162.9% | +159.5% |
| 1Y | +123.2% | -24.9% | +148.1% | +147.7% |
| 3Y | +171.7% | -7.8% | +179.5% | +165.4% |
| 5Y | +678.6% | +8.4% | +670.2% | +558.5% |
| 10Y | +1,134.0% | +226.8% | +907.2% | +438.6% |
| All | +1,134.0% | +224.9% | +909.2% | +438.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling