+302.4%
MXL vs IQV
+242.6%
+59.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +6.4% |
| 7D | +18.9% | -2.2% | +21.1% | +20.4% |
| 30D | +0.3% | +8.3% | -8.0% | -5.5% |
| 3M | -8.0% | +44.6% | -52.6% | -33.2% |
| 6M | +341.2% | +52.6% | +288.7% | +199.7% |
| YTD | +327.8% | +16.1% | +311.7% | +249.4% |
| 1Y | +364.9% | +37.3% | +327.6% | +231.3% |
| 3Y | +229.2% | +21.6% | +207.7% | +145.8% |
| 5Y | +42.8% | +0.5% | +42.3% | +26.4% |
| All | +302.4% | +242.6% | +59.8% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling