+0.7%
MCHP vs IQV
+22.1%
-21.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.0% |
| 7D | 0.0% | -2.2% | +2.3% | +0.8% |
| 30D | -6.0% | +8.3% | -14.3% | -8.7% |
| 3M | -19.7% | +44.6% | -64.3% | -31.6% |
| 6M | +14.0% | +52.6% | -38.5% | -6.7% |
| YTD | +18.4% | +16.1% | +2.3% | +11.0% |
| 1Y | +17.1% | +37.3% | -20.2% | -1.1% |
| 3Y | +0.7% | +21.6% | -20.9% | -18.1% |
| All | +0.7% | +22.1% | -21.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling