+23.3%
MDT vs IQV
+22.1%
+1.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.0% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | +0.2% | +8.3% | -8.1% | -1.3% |
| 3M | +14.3% | +44.6% | -30.3% | +6.7% |
| 6M | +4.0% | +52.6% | -48.6% | -4.0% |
| YTD | -3.7% | +16.1% | -19.8% | -6.9% |
| 1Y | -0.4% | +37.3% | -37.6% | -7.1% |
| 3Y | +23.3% | +21.6% | +1.8% | +11.4% |
| All | +23.3% | +22.1% | +1.3% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling