+514.7%
MTZ vs IQV
+519.5%
-4.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | +16.5% | +2.4% | +14.1% | +15.5% |
| 30D | -10.2% | +4.0% | -14.2% | -11.9% |
| 3M | -34.2% | +12.2% | -46.3% | -37.9% |
| 6M | -56.0% | +54.9% | -110.8% | -65.2% |
| YTD | -14.8% | +20.3% | -35.1% | -25.8% |
| 1Y | -7.2% | +22.7% | -30.0% | -20.0% |
| 3Y | +275.8% | +38.3% | +237.4% | +190.4% |
| 5Y | +93.5% | +6.5% | +87.0% | +67.4% |
| 10Y | +432.7% | +251.5% | +181.2% | +137.9% |
| All | +514.7% | +519.5% | -4.8% | +105.1% |
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 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