+3,101.0%
MPC vs LOW
+1,044.2%
+2,056.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +5.4% | -1.7% | +7.2% | +6.3% |
| 30D | +31.0% | -7.0% | +38.0% | +35.3% |
| 3M | +46.0% | -0.9% | +46.9% | +44.7% |
| 6M | +77.3% | -20.1% | +97.4% | +92.9% |
| YTD | +141.9% | -13.9% | +155.8% | +152.1% |
| 1Y | +120.9% | -21.1% | +142.1% | +139.7% |
| 3Y | +182.7% | -6.6% | +189.3% | +174.8% |
| 5Y | +646.4% | +9.4% | +637.1% | +532.1% |
| 10Y | +1,138.7% | +220.5% | +918.2% | +426.6% |
| All | +3,101.0% | +1,044.2% | +2,056.8% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling