+106,206.6%
MU vs LOW
+35,323.5%
+70,883.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.5% |
| 7D | +9.0% | -1.7% | +10.7% | +9.8% |
| 30D | +13.8% | -7.0% | +20.9% | +17.4% |
| 3M | +2.1% | -0.9% | +3.0% | +1.0% |
| 6M | +153.8% | -20.1% | +173.9% | +174.7% |
| YTD | +256.4% | -13.9% | +270.3% | +271.4% |
| 1Y | +719.8% | -21.1% | +740.9% | +783.8% |
| 3Y | +1,360.4% | -6.6% | +1,367.0% | +1,344.5% |
| 5Y | +1,312.4% | +9.4% | +1,303.1% | +1,191.5% |
| 10Y | +6,142.6% | +220.5% | +5,922.1% | +3,309.5% |
| All | +106,206.6% | +35,323.5% | +70,883.2% | +10,324.1% |
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