+46.1%
MRK vs EFX
-12.7%
+58.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -11.1% | +6.1% | -3.6% |
| 30D | +11.0% | -7.4% | +18.3% | +12.0% |
| 3M | +22.4% | +1.5% | +20.9% | +22.1% |
| 6M | +25.4% | -13.7% | +39.1% | +27.3% |
| YTD | +39.5% | -21.9% | +61.3% | +43.1% |
| 1Y | +78.0% | -30.8% | +108.8% | +85.6% |
| All | +46.1% | -12.7% | +58.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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