+163.8%
MPC vs LOW
+22.6%
+141.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -16.2% | +7.4% | -23.6% | -16.7% |
| 30D | -15.7% | +24.5% | -40.2% | -17.7% |
| 3M | +24.9% | +3.5% | +21.4% | +24.6% |
| 6M | +52.7% | -2.6% | +55.2% | +54.1% |
| YTD | +131.9% | -4.8% | +136.7% | +133.1% |
| 1Y | +96.6% | -0.8% | +97.4% | +94.3% |
| 3Y | +163.8% | +22.8% | +141.0% | +130.7% |
| All | +163.8% | +22.6% | +141.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling