-10.5%
ISRG vs MDB
-8.5%
-2.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.1% | +11.5% | +9.6% |
| 7D | +8.5% | -16.5% | +25.1% | +10.4% |
| 30D | +18.6% | -8.6% | +27.2% | +19.3% |
| 3M | +30.9% | -13.6% | +44.5% | +31.4% |
| 6M | +6.6% | +24.1% | -17.5% | +1.5% |
| YTD | -14.9% | -21.8% | +6.9% | -15.1% |
| 1Y | -10.5% | -7.7% | -2.8% | -11.3% |
| All | -10.5% | -8.5% | -2.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling