+1,319.3%
MU vs LOW
+8.3%
+1,311.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +7.2% | +0.4% | +6.8% | +7.0% |
| 30D | +14.0% | -10.1% | +24.1% | +19.1% |
| 3M | +5.4% | -2.9% | +8.2% | +5.2% |
| 6M | +170.3% | -19.4% | +189.7% | +193.6% |
| YTD | +250.7% | -15.4% | +266.1% | +268.3% |
| 1Y | +662.1% | -24.9% | +687.0% | +753.8% |
| 3Y | +1,341.2% | -7.8% | +1,349.0% | +1,299.5% |
| 5Y | +1,319.3% | +8.4% | +1,311.0% | +1,133.7% |
| All | +1,319.3% | +8.3% | +1,311.1% | +1,133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling