+1,408.8%
MPC vs IQV
+527.4%
+881.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +2.6% | +4.1% | -1.5% | +0.8% |
| 30D | -12.2% | +4.7% | -16.9% | -14.2% |
| 3M | +20.1% | +12.6% | +7.5% | +13.1% |
| 6M | +60.6% | +58.2% | +2.4% | +27.3% |
| YTD | +150.6% | +21.8% | +128.8% | +118.8% |
| 1Y | +104.7% | +25.6% | +79.0% | +75.6% |
| 3Y | +194.5% | +40.1% | +154.4% | +122.1% |
| 5Y | +582.3% | +8.7% | +573.6% | +463.6% |
| 10Y | +1,135.3% | +255.9% | +879.3% | +419.2% |
| All | +1,408.8% | +527.4% | +881.5% | +450.6% |
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 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