+942.1%
MDB vs IQV
+164.9%
+777.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.1% |
| 7D | +6.8% | -2.5% | +9.3% | +8.7% |
| 30D | -6.2% | +1.2% | -7.4% | -6.8% |
| 3M | -29.2% | +9.8% | -39.0% | -34.1% |
| 6M | +10.3% | +53.8% | -43.5% | -21.2% |
| YTD | -20.4% | +17.6% | -38.0% | -31.9% |
| 1Y | -4.8% | +18.6% | -23.4% | -19.5% |
| 3Y | -11.6% | +36.9% | -48.5% | -38.3% |
| 5Y | -41.0% | +4.1% | -45.1% | -46.3% |
| All | +942.1% | +164.9% | +777.2% | +363.0% |
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