+409.6%
MRK vs IEFA
+209.0%
+200.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -5.0% | -2.4% | -2.6% | -3.8% |
| 30D | +11.0% | -2.1% | +13.1% | +12.2% |
| 3M | +22.4% | +5.5% | +16.9% | +19.0% |
| 6M | +25.4% | +8.1% | +17.3% | +20.2% |
| YTD | +39.5% | +11.9% | +27.6% | +31.3% |
| 1Y | +78.0% | +18.1% | +59.9% | +63.0% |
| 3Y | +45.5% | +65.5% | -19.9% | +11.2% |
| 5Y | +130.3% | +50.1% | +80.2% | +83.7% |
| 10Y | +229.8% | +144.2% | +85.6% | +89.5% |
| All | +409.6% | +209.0% | +200.6% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling