-17.3%
ISRG vs MDB
-13.6%
-3.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.6% |
| 7D | +4.8% | -11.4% | +16.2% | +6.0% |
| 30D | +9.2% | -13.8% | +23.1% | +10.5% |
| 3M | +21.2% | -15.5% | +36.6% | +21.8% |
| 6M | +0.2% | +17.9% | -17.7% | -4.1% |
| YTD | -20.1% | -25.5% | +5.4% | -19.8% |
| 1Y | -17.3% | -12.1% | -5.3% | -17.8% |
| All | -17.3% | -13.6% | -3.8% | -17.8% |
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