-19.3%
ISRG vs MDLZ
+3.3%
-22.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -2.3% | -2.1% | -0.2% | -2.1% |
| 3M | -12.4% | +1.3% | -13.8% | -12.8% |
| 6M | -26.8% | +6.2% | -33.0% | -27.2% |
| YTD | -35.3% | +15.8% | -51.0% | -35.7% |
| 1Y | -19.3% | +4.1% | -23.4% | -18.3% |
| All | -19.3% | +3.3% | -22.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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