+129.9%
MRK vs LOW
+5.4%
+124.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -3.7% | -0.5% | -3.7% |
| 30D | +8.3% | -8.9% | +17.2% | +10.0% |
| 3M | +20.0% | -10.4% | +30.5% | +22.1% |
| 6M | +25.7% | -19.4% | +45.1% | +29.8% |
| YTD | +38.7% | -17.1% | +55.9% | +42.6% |
| 1Y | +74.7% | -26.3% | +100.9% | +82.6% |
| 3Y | +45.4% | -9.9% | +55.2% | +46.9% |
| All | +129.9% | +5.4% | +124.5% | +120.5% |
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