+430.7%
MCHP vs IQV
+487.2%
-56.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +0.3% | -2.6% | +2.9% | +1.7% |
| 30D | -9.8% | +6.2% | -16.0% | -12.9% |
| 3M | -19.7% | +38.0% | -57.7% | -35.2% |
| 6M | +13.6% | +43.9% | -30.4% | -12.6% |
| YTD | +16.5% | +14.0% | +2.5% | +1.7% |
| 1Y | +15.7% | +35.5% | -19.8% | -10.2% |
| 3Y | 0.0% | +20.3% | -20.4% | -19.2% |
| 5Y | +4.4% | -1.6% | +6.1% | -5.4% |
| 10Y | +201.4% | +233.4% | -32.0% | +42.2% |
| All | +430.7% | +487.2% | -56.6% | +112.8% |
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