-2.6%
MTZ vs IQV
+24.0%
-26.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.3% |
| 7D | +16.5% | +2.4% | +14.1% | +16.8% |
| 30D | -10.2% | +4.0% | -14.2% | -9.6% |
| 3M | -34.2% | +12.2% | -46.3% | -33.0% |
| 6M | -56.0% | +54.9% | -110.8% | -54.7% |
| YTD | -14.8% | +20.3% | -35.1% | -11.7% |
| All | -2.6% | +24.0% | -26.6% | +0.3% |
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