+1,135.3%
MPC vs LOW
+303.6%
+831.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | -12.2% | +25.6% | -37.8% | -21.3% |
| 3M | +20.1% | +5.3% | +14.7% | +16.2% |
| 6M | +60.6% | +3.7% | +56.9% | +54.8% |
| YTD | +150.6% | -1.9% | +152.4% | +143.7% |
| 1Y | +104.7% | +0.6% | +104.1% | +95.9% |
| 3Y | +194.5% | +26.4% | +168.1% | +144.2% |
| 5Y | +582.3% | +10.1% | +572.2% | +483.7% |
| 10Y | +1,135.3% | +301.3% | +834.0% | +383.8% |
| All | +1,135.3% | +303.6% | +831.6% | +383.8% |
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