+386.2%
ISRG vs MDLZ
+86.5%
+299.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +0.7% | +1.9% | -1.2% | -0.3% |
| 30D | -8.0% | +0.4% | -8.4% | -8.3% |
| 3M | -10.6% | -0.6% | -10.0% | -10.7% |
| 6M | -25.1% | +14.7% | -39.8% | -31.0% |
| YTD | -34.8% | +18.0% | -52.8% | -41.5% |
| 1Y | -19.0% | +4.1% | -23.1% | -22.2% |
| 3Y | +22.1% | -4.6% | +26.7% | +19.6% |
| 5Y | +8.2% | +18.4% | -10.2% | -9.3% |
| All | +386.2% | +86.5% | +299.6% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling