+30.7%
MCO vs IQV
-0.1%
+30.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -3.8% | -2.2% | -1.5% | -2.9% |
| 30D | -0.4% | +8.3% | -8.7% | -3.7% |
| 3M | +7.7% | +44.6% | -36.9% | -8.7% |
| 6M | +7.0% | +52.6% | -45.6% | -12.1% |
| YTD | -6.4% | +16.1% | -22.5% | -13.6% |
| 1Y | -7.6% | +37.3% | -44.9% | -21.3% |
| 3Y | +43.2% | +21.6% | +21.7% | +23.0% |
| All | +30.7% | -0.1% | +30.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling