+640.8%
MU vs LOW
-24.7%
+665.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -2.1% |
| 7D | +7.2% | +0.4% | +6.8% | +7.3% |
| 30D | +14.0% | -10.1% | +24.1% | +10.8% |
| 3M | +5.4% | -2.9% | +8.2% | +4.8% |
| 6M | +170.3% | -19.4% | +189.7% | +167.9% |
| YTD | +250.7% | -15.4% | +266.1% | +251.9% |
| All | +640.8% | -24.7% | +665.5% | +721.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling