+687.7%
MTZ vs IQV
+511.9%
+175.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.7% |
| 7D | -1.6% | +2.3% | -3.9% | -2.6% |
| 30D | -11.1% | +13.4% | -24.5% | -16.0% |
| 3M | -36.7% | +43.3% | -80.0% | -47.5% |
| 6M | -21.9% | +50.5% | -72.5% | -37.7% |
| YTD | +9.1% | +18.8% | -9.7% | -3.8% |
| 1Y | +30.0% | +45.5% | -15.5% | +2.6% |
| 3Y | +138.5% | +19.4% | +119.1% | +100.6% |
| 5Y | +158.3% | +1.7% | +156.6% | +129.5% |
| 10Y | +700.8% | +247.9% | +452.8% | +260.8% |
| All | +687.7% | +511.9% | +175.8% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling