+293.1%
MCD vs IQV
+527.4%
-234.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.9% | +4.1% | -6.0% | -2.9% |
| 30D | +16.6% | +4.7% | +11.9% | +15.2% |
| 3M | +0.9% | +12.6% | -11.6% | -2.1% |
| 6M | +1.5% | +58.2% | -56.7% | -10.0% |
| YTD | -8.3% | +21.8% | -30.1% | -14.1% |
| 1Y | -8.1% | +25.6% | -33.8% | -14.7% |
| 3Y | +10.3% | +40.1% | -29.8% | -3.9% |
| 5Y | +23.4% | +8.7% | +14.7% | +13.5% |
| 10Y | +205.9% | +255.9% | -50.0% | +91.7% |
| All | +293.1% | +527.4% | -234.3% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling