+248.7%
MNST vs IQV
+236.7%
+11.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -2.2% | -5.3% | +3.0% | -0.7% |
| 30D | -5.4% | +5.5% | -10.9% | -7.0% |
| 3M | -5.5% | +41.2% | -46.8% | -15.3% |
| 6M | +12.4% | +50.5% | -38.2% | -2.1% |
| YTD | +12.4% | +14.1% | -1.7% | +5.8% |
| 1Y | +37.2% | +39.9% | -2.8% | +19.8% |
| 3Y | +52.9% | +20.5% | +32.4% | +35.0% |
| 5Y | +79.7% | -1.2% | +80.9% | +68.0% |
| All | +248.7% | +236.7% | +11.9% | +109.6% |
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