+17.1%
MCHP vs IQV
+41.8%
-24.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.7% |
| 7D | 0.0% | -2.2% | +2.3% | 0.0% |
| 30D | -6.0% | +8.3% | -14.3% | -5.8% |
| 3M | -19.7% | +44.6% | -64.3% | -19.8% |
| 6M | +14.0% | +52.6% | -38.5% | +12.3% |
| YTD | +18.4% | +16.1% | +2.3% | +27.9% |
| 1Y | +17.1% | +37.3% | -20.2% | +19.7% |
| All | +17.1% | +41.8% | -24.7% | +19.7% |
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