+1,065.8%
MDB vs IQV
+157.0%
+908.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -2.8% | -5.3% | +2.5% | +1.1% |
| 30D | -14.9% | +5.5% | -20.4% | -18.4% |
| 3M | +7.3% | +41.2% | -33.9% | -18.6% |
| 6M | +38.2% | +50.5% | -12.3% | -0.4% |
| YTD | -10.9% | +14.1% | -25.1% | -22.2% |
| 1Y | +11.6% | +39.9% | -28.3% | -17.6% |
| 3Y | -0.9% | +20.5% | -21.4% | -23.5% |
| 5Y | -23.5% | -1.2% | -22.3% | -27.7% |
| All | +1,065.8% | +157.0% | +908.8% | +429.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling