Inbuilt methods vs programmer's code?

i am just confused about the speed and efficiency of inbuilt functions like Arrays.sort() in java . Is it faster than programmer 's written merge sort of O(log n) complexity?

To quote from javadoc:

The sorting algorithm is a Dual-Pivot Quicksort by Vladimir Yaroslavskiy, Jon Bentley, and Joshua Bloch. This algorithm offers O(n log(n)) performance on all data sets, and is typically faster than traditional (one-pivot) Quicksort implementations.

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Its O(logn) only…

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thanks for help.