+398.0%
MTZ vs IQV
+242.6%
+155.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.3% |
| 7D | +5.0% | -2.5% | +7.5% | +6.2% |
| 30D | -6.0% | +1.2% | -7.2% | -6.7% |
| 3M | -36.1% | +9.8% | -45.9% | -39.1% |
| 6M | -56.9% | +53.8% | -110.7% | -65.7% |
| YTD | -15.9% | +17.6% | -33.5% | -25.7% |
| 1Y | -3.8% | +18.6% | -22.4% | -15.4% |
| 3Y | +272.3% | +36.9% | +235.4% | +189.2% |
| 5Y | +91.1% | +4.1% | +87.0% | +67.9% |
| All | +398.0% | +242.6% | +155.5% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling