+45.4%
MRK vs EFA
+65.2%
-19.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -4.3% | -1.5% | -2.7% | -3.7% |
| 30D | +8.3% | -1.7% | +9.9% | +9.0% |
| 3M | +20.0% | +3.5% | +16.6% | +18.5% |
| 6M | +25.7% | +9.5% | +16.2% | +21.3% |
| YTD | +38.7% | +12.9% | +25.9% | +32.3% |
| 1Y | +74.7% | +18.2% | +56.5% | +63.7% |
| 3Y | +45.4% | +64.8% | -19.5% | +26.2% |
| All | +45.4% | +65.2% | -19.8% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling