+168.3%
MTZ vs IQV
+18.7%
+149.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +4.4% |
| 7D | +3.6% | +0.3% | +3.2% | +3.4% |
| 30D | -9.6% | +8.6% | -18.2% | -11.2% |
| 3M | -31.9% | +41.1% | -73.1% | -37.9% |
| 6M | -13.8% | +48.6% | -62.4% | -23.1% |
| YTD | +13.3% | +15.0% | -1.7% | +9.0% |
| 1Y | +39.3% | +38.1% | +1.2% | +24.7% |
| 3Y | +168.3% | +21.4% | +147.0% | +135.2% |
| All | +168.3% | +18.7% | +149.7% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling