+3,739.1%
MRK vs LOW
+34,309.9%
-30,570.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +12.7% | -9.3% | +22.0% | +14.9% |
| 3M | +24.2% | -8.1% | +32.3% | +26.2% |
| 6M | +27.8% | -19.8% | +47.6% | +33.2% |
| YTD | +42.2% | -16.4% | +58.6% | +46.8% |
| 1Y | +80.2% | -24.7% | +104.9% | +89.7% |
| 3Y | +48.4% | -8.8% | +57.2% | +49.0% |
| 5Y | +133.6% | +7.8% | +125.8% | +123.1% |
| 10Y | +236.2% | +233.8% | +2.4% | +145.1% |
| All | +3,739.1% | +34,309.9% | -30,570.7% | +991.5% |
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 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