+224.4%
MRK vs EFV
+169.9%
+54.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -4.3% | -0.8% | -3.4% | -3.9% |
| 30D | +8.3% | +0.6% | +7.6% | +8.0% |
| 3M | +20.0% | +7.5% | +12.5% | +16.0% |
| 6M | +25.7% | +13.0% | +12.6% | +18.5% |
| YTD | +38.7% | +18.3% | +20.4% | +28.0% |
| 1Y | +74.7% | +26.7% | +47.9% | +56.2% |
| 3Y | +45.4% | +89.6% | -44.2% | +7.3% |
| 5Y | +129.0% | +98.2% | +30.8% | +63.7% |
| All | +224.4% | +169.9% | +54.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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