+20.4%
MCD vs IQV
-1.9%
+22.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | -2.0% | +0.3% | -2.4% | -2.1% |
| 30D | -6.1% | +8.6% | -14.7% | -7.1% |
| 3M | -7.3% | +41.1% | -48.4% | -11.3% |
| 6M | -20.9% | +48.6% | -69.5% | -25.1% |
| YTD | -14.7% | +15.0% | -29.7% | -16.6% |
| 1Y | -16.1% | +38.1% | -54.2% | -20.3% |
| 3Y | -1.5% | +21.4% | -22.9% | -5.8% |
| 5Y | +20.4% | -1.0% | +21.5% | +18.0% |
| All | +20.4% | -1.9% | +22.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling