+197.8%
MDLZ vs IQV
+505.9%
-308.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +2.3% | -2.5% | +4.8% | +2.9% |
| 30D | +7.9% | +1.2% | +6.8% | +7.4% |
| 3M | +7.3% | +9.8% | -2.5% | +4.6% |
| 6M | +11.7% | +53.8% | -42.1% | +0.1% |
| YTD | +28.7% | +17.6% | +11.1% | +21.6% |
| 1Y | +22.8% | +18.6% | +4.2% | +15.7% |
| 3Y | +6.6% | +36.9% | -30.3% | -6.6% |
| 5Y | +23.2% | +4.1% | +19.1% | +14.5% |
| 10Y | +108.7% | +243.7% | -135.0% | +25.9% |
| All | +197.8% | +505.9% | -308.0% | +52.9% |
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 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