+68.9%
MP vs IQV
-1.9%
+70.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +3.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.7% |
| 30D | +8.3% | +8.6% | -0.3% | +4.2% |
| 3M | -3.8% | +41.1% | -45.0% | -20.7% |
| 6M | -4.9% | +48.6% | -53.5% | -24.6% |
| YTD | +9.6% | +15.0% | -5.4% | -1.6% |
| 1Y | -11.7% | +38.1% | -49.8% | -29.9% |
| 3Y | +158.5% | +21.4% | +137.1% | +113.1% |
| 5Y | +68.9% | -1.0% | +69.9% | +49.4% |
| All | +68.9% | -1.9% | +70.8% | +49.4% |
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 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