+166.3%
MTZ vs IQV
-1.9%
+168.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +2.3% | -2.6% | +4.9% | +2.9% |
| 30D | -10.3% | +6.2% | -16.5% | -11.9% |
| 3M | -31.8% | +38.0% | -69.8% | -39.1% |
| 6M | -19.2% | +43.9% | -63.1% | -29.6% |
| YTD | +10.7% | +14.0% | -3.3% | +4.1% |
| 1Y | +37.5% | +35.5% | +2.0% | +20.1% |
| 3Y | +162.4% | +20.3% | +142.0% | +134.4% |
| 5Y | +166.3% | -1.6% | +168.0% | +143.1% |
| All | +166.3% | -1.9% | +168.2% | +143.1% |
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 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