+3,739.1%
MRK vs EFX
+6,078.9%
-2,339.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.2% |
| 7D | -2.7% | -9.4% | +6.7% | -0.7% |
| 30D | +12.7% | -6.9% | +19.6% | +14.4% |
| 3M | +24.2% | +0.1% | +24.1% | +23.7% |
| 6M | +27.8% | -17.3% | +45.1% | +32.1% |
| YTD | +42.2% | -21.8% | +64.0% | +47.8% |
| 1Y | +80.2% | -32.5% | +112.7% | +93.1% |
| 3Y | +48.4% | -12.3% | +60.7% | +46.7% |
| 5Y | +133.6% | -36.6% | +170.2% | +141.8% |
| 10Y | +236.2% | +41.0% | +195.2% | +175.4% |
| All | +3,739.1% | +6,078.9% | -2,339.7% | +1,375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling