+129.9%
MRK vs EFX
-36.2%
+166.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.3% | -4.5% | +0.3% | -3.8% |
| 30D | +8.3% | -6.1% | +14.4% | +8.9% |
| 3M | +20.0% | +6.2% | +13.8% | +19.4% |
| 6M | +25.7% | -11.2% | +36.9% | +26.7% |
| YTD | +38.7% | -21.4% | +60.1% | +41.2% |
| 1Y | +74.7% | -34.3% | +109.0% | +80.7% |
| 3Y | +45.4% | -12.5% | +57.9% | +46.9% |
| All | +129.9% | -36.2% | +166.0% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling