+22.1%
MTZ vs IQV
+36.0%
-13.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | 0.0% | -5.3% | +5.2% | -0.5% |
| 30D | -14.8% | +5.5% | -20.4% | -14.5% |
| 3M | -30.8% | +41.2% | -72.0% | -30.6% |
| 6M | -22.6% | +50.5% | -73.2% | -23.1% |
| YTD | +6.8% | +14.1% | -7.3% | +10.1% |
| 1Y | +22.1% | +39.9% | -17.8% | +19.3% |
| All | +22.1% | +36.0% | -13.8% | +19.3% |
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