+535.9%
IQV vs MLM
+428.2%
+107.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | +2.3% | -2.9% | +5.2% | +3.4% |
| 30D | +13.4% | -6.8% | +20.3% | +16.5% |
| 3M | +43.3% | -11.2% | +54.5% | +49.5% |
| 6M | +50.5% | -21.8% | +72.4% | +64.4% |
| YTD | +18.8% | -17.0% | +35.8% | +26.1% |
| 1Y | +45.5% | -16.4% | +61.8% | +53.8% |
| 3Y | +19.4% | +14.5% | +4.9% | +10.9% |
| 5Y | +1.7% | +41.7% | -40.0% | -13.6% |
| 10Y | +247.9% | +200.0% | +47.9% | +117.4% |
| All | +535.9% | +428.2% | +107.7% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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