+444.4%
MTZ vs IQV
+252.5%
+191.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +12.9% | +4.1% | +8.8% | +11.2% |
| 30D | -8.5% | +4.7% | -13.2% | -10.5% |
| 3M | -30.6% | +12.6% | -43.2% | -34.5% |
| 6M | -55.1% | +58.2% | -113.3% | -64.7% |
| YTD | -13.0% | +21.8% | -34.8% | -24.2% |
| 1Y | -4.3% | +25.6% | -29.9% | -18.0% |
| 3Y | +284.0% | +40.1% | +244.0% | +196.1% |
| 5Y | +97.7% | +8.7% | +89.0% | +70.3% |
| 10Y | +444.4% | +255.9% | +188.5% | +180.8% |
| All | +444.4% | +252.5% | +191.9% | +180.8% |
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