-17.3%
MCD vs IQV
+46.0%
-63.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | +2.3% | -5.1% | -2.9% |
| 30D | -6.0% | +13.4% | -19.5% | -6.6% |
| 3M | -5.6% | +43.3% | -48.9% | -7.1% |
| 6M | -21.9% | +50.5% | -72.4% | -23.3% |
| YTD | -14.7% | +18.8% | -33.5% | -15.7% |
| 1Y | -17.3% | +45.5% | -62.7% | -19.0% |
| All | -17.3% | +46.0% | -63.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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