+469.3%
MRK vs EFA
+386.6%
+82.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +12.7% | -1.3% | +14.0% | +13.6% |
| 3M | +24.2% | +5.2% | +19.0% | +20.6% |
| 6M | +27.8% | +9.4% | +18.5% | +21.1% |
| YTD | +42.2% | +12.7% | +29.5% | +32.4% |
| 1Y | +80.2% | +19.3% | +60.9% | +62.5% |
| 3Y | +48.4% | +66.3% | -17.9% | +9.8% |
| 5Y | +133.6% | +53.4% | +80.2% | +77.8% |
| 10Y | +236.2% | +144.4% | +91.8% | +91.0% |
| All | +469.3% | +386.6% | +82.7% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling