+445.3%
MP vs IQV
+97.1%
+348.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.0% |
| 7D | -2.9% | +2.3% | -5.2% | -3.9% |
| 30D | +13.8% | +13.4% | +0.4% | +7.4% |
| 3M | -16.7% | +43.3% | -60.0% | -31.7% |
| 6M | -11.5% | +50.5% | -62.0% | -30.3% |
| YTD | +7.9% | +18.8% | -10.9% | -4.7% |
| 1Y | -15.0% | +45.5% | -60.5% | -34.3% |
| 3Y | +153.5% | +19.4% | +134.1% | +113.1% |
| 5Y | +58.7% | +1.7% | +56.9% | +42.8% |
| All | +445.3% | +97.1% | +348.2% | +220.5% |
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