+1,106.2%
MPC vs LOW
+328.1%
+778.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +3.1% |
| 7D | -9.4% | +6.4% | -15.8% | -12.2% |
| 30D | -14.3% | +25.6% | -39.9% | -23.2% |
| 3M | +31.1% | +4.6% | +26.5% | +27.2% |
| 6M | +60.3% | +2.5% | +57.7% | +55.3% |
| YTD | +142.5% | -1.6% | +144.2% | +135.7% |
| 1Y | +104.6% | +1.7% | +102.8% | +94.7% |
| 3Y | +191.7% | +29.4% | +162.3% | +139.0% |
| 5Y | +549.2% | +9.6% | +539.6% | +457.4% |
| 10Y | +1,106.2% | +313.3% | +792.9% | +367.9% |
| All | +1,106.2% | +328.1% | +778.1% | +367.9% |
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