+30.0%
MTZ vs IQV
+46.0%
-16.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.0% |
| 7D | -1.6% | +2.3% | -3.9% | -1.3% |
| 30D | -11.1% | +13.4% | -24.5% | -10.0% |
| 3M | -36.7% | +43.3% | -80.0% | -35.6% |
| 6M | -21.9% | +50.5% | -72.5% | -21.0% |
| YTD | +9.1% | +18.8% | -9.7% | +12.6% |
| 1Y | +30.0% | +45.5% | -15.5% | +34.3% |
| All | +30.0% | +46.0% | -16.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling