+84.8%
MRK vs IEFA
+23.1%
+61.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +17.1% | +1.0% | +16.1% | +16.7% |
| 3M | +25.9% | +4.7% | +21.2% | +23.6% |
| 6M | +26.8% | +8.6% | +18.2% | +22.8% |
| YTD | +44.9% | +14.8% | +30.1% | +34.8% |
| 1Y | +84.8% | +22.6% | +62.2% | +57.5% |
| All | +84.8% | +23.1% | +61.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling