+21,775.7%
ISRG vs MCO
+5,711.8%
+16,063.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +5.6% | +9.8% | -4.3% | +1.3% |
| 3M | +10.5% | +4.3% | +6.3% | +8.4% |
| 6M | +2.6% | +16.5% | -13.8% | -4.1% |
| YTD | -21.7% | +0.1% | -21.8% | -22.3% |
| 1Y | -21.6% | +4.4% | -26.0% | -23.6% |
| 3Y | +57.0% | +51.6% | +5.5% | +29.0% |
| 5Y | +25.0% | +36.7% | -11.7% | +7.5% |
| 10Y | +542.1% | +455.7% | +86.4% | +221.3% |
| All | +21,775.7% | +5,711.8% | +16,063.8% | +4,345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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