-18.2%
MDT vs IQV
-0.1%
-18.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.1% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | +0.2% | +8.3% | -8.1% | -1.7% |
| 3M | +14.3% | +44.6% | -30.3% | +4.5% |
| 6M | +4.0% | +52.6% | -48.6% | -6.4% |
| YTD | -3.7% | +16.1% | -19.8% | -8.0% |
| 1Y | -0.4% | +37.3% | -37.6% | -9.1% |
| 3Y | +23.3% | +21.6% | +1.8% | +12.8% |
| All | -18.2% | -0.1% | -18.0% | -23.9% |
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