+1,171.8%
MPC vs LOW
+292.8%
+879.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +1.4% | +9.8% | +10.6% |
| 30D | -14.5% | +21.7% | -36.2% | -22.3% |
| 3M | +16.7% | +5.0% | +11.7% | +13.0% |
| 6M | +67.6% | +4.6% | +63.0% | +60.7% |
| YTD | +157.9% | -3.5% | +161.4% | +152.6% |
| 1Y | +116.7% | +0.5% | +116.1% | +107.1% |
| 3Y | +199.8% | +24.8% | +175.0% | +149.9% |
| 5Y | +604.4% | +6.5% | +598.0% | +513.6% |
| All | +1,171.8% | +292.8% | +879.0% | +402.8% |
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