+176.3%
MMM vs IQV
+511.9%
-335.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.6% |
| 7D | -3.3% | +2.3% | -5.6% | -4.0% |
| 30D | -7.0% | +13.4% | -20.5% | -10.7% |
| 3M | +10.8% | +43.3% | -32.5% | -1.7% |
| 6M | +5.8% | +50.5% | -44.8% | -8.4% |
| YTD | +6.8% | +18.8% | -12.0% | -1.1% |
| 1Y | +10.4% | +45.5% | -35.1% | -4.8% |
| 3Y | +104.7% | +19.4% | +85.3% | +83.4% |
| 5Y | +23.6% | +1.7% | +21.8% | +14.6% |
| 10Y | +54.1% | +247.9% | -193.8% | -5.5% |
| All | +176.3% | +511.9% | -335.6% | +49.8% |
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