+98.5%
MTZ vs IQV
+11.3%
+87.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +7.9% |
| 7D | -2.4% | +7.9% | -10.3% | -4.3% |
| 30D | -11.1% | +7.3% | -18.4% | -12.9% |
| 3M | -30.6% | +16.8% | -47.4% | -33.8% |
| 6M | -54.4% | +56.0% | -110.4% | -61.0% |
| YTD | -13.0% | +23.7% | -36.7% | -20.2% |
| 1Y | -5.7% | +32.5% | -38.2% | -16.0% |
| 3Y | +297.2% | +45.3% | +251.9% | +229.7% |
| All | +98.5% | +11.3% | +87.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling