+283.8%
MTZ vs IQV
+44.5%
+239.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.2% |
| 7D | -2.4% | +7.9% | -10.3% | -3.5% |
| 30D | -11.1% | +7.3% | -18.4% | -12.1% |
| 3M | -30.6% | +16.8% | -47.4% | -32.5% |
| 6M | -54.4% | +56.0% | -110.4% | -58.9% |
| YTD | -13.0% | +23.7% | -36.7% | -16.8% |
| 1Y | -5.7% | +32.5% | -38.2% | -12.0% |
| All | +283.8% | +44.5% | +239.2% | +217.1% |
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