+154.3%
MP vs IQV
+22.2%
+132.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | -2.9% | +2.3% | -5.2% | -3.6% |
| 30D | +13.8% | +13.4% | +0.4% | +9.5% |
| 3M | -16.7% | +43.3% | -60.0% | -27.3% |
| 6M | -11.5% | +50.5% | -62.0% | -25.0% |
| YTD | +7.9% | +18.8% | -10.9% | 0.0% |
| 1Y | -15.0% | +45.5% | -60.5% | -29.7% |
| All | +154.3% | +22.2% | +132.1% | +106.2% |
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