+224.4%
MRK vs EFA
+146.6%
+77.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -4.3% | -1.5% | -2.7% | -3.6% |
| 30D | +8.3% | -1.7% | +9.9% | +9.2% |
| 3M | +20.0% | +3.5% | +16.6% | +18.0% |
| 6M | +25.7% | +9.5% | +16.2% | +20.0% |
| YTD | +38.7% | +12.9% | +25.9% | +30.4% |
| 1Y | +74.7% | +18.2% | +56.5% | +60.6% |
| 3Y | +45.4% | +64.8% | -19.5% | +12.7% |
| 5Y | +129.0% | +53.9% | +75.1% | +83.3% |
| All | +224.4% | +146.6% | +77.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling