+265.7%
MCD vs IQV
+511.9%
-246.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -2.8% | +2.3% | -5.1% | -3.4% |
| 30D | -6.0% | +13.4% | -19.5% | -8.9% |
| 3M | -5.6% | +43.3% | -48.9% | -13.9% |
| 6M | -21.9% | +50.5% | -72.4% | -30.1% |
| YTD | -14.7% | +18.8% | -33.5% | -19.5% |
| 1Y | -17.3% | +45.5% | -62.7% | -26.3% |
| 3Y | -2.2% | +19.4% | -21.5% | -10.6% |
| 5Y | +20.3% | +1.7% | +18.6% | +12.9% |
| 10Y | +180.7% | +247.9% | -67.2% | +77.1% |
| All | +265.7% | +511.9% | -246.2% | +109.1% |
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