+1,356.6%
MPC vs IQV
+511.9%
+844.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +5.4% | +2.3% | +3.1% | +4.3% |
| 30D | +31.0% | +13.4% | +17.5% | +23.6% |
| 3M | +46.0% | +43.3% | +2.7% | +22.1% |
| 6M | +77.3% | +50.5% | +26.8% | +42.9% |
| YTD | +141.9% | +18.8% | +123.1% | +114.7% |
| 1Y | +120.9% | +45.5% | +75.5% | +75.4% |
| 3Y | +182.7% | +19.4% | +163.3% | +132.9% |
| 5Y | +646.4% | +1.7% | +644.7% | +542.4% |
| 10Y | +1,138.7% | +247.9% | +890.8% | +428.3% |
| All | +1,356.6% | +511.9% | +844.7% | +440.2% |
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 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