+539.2%
ISRG vs MDLZ
+108.1%
+431.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -3.2% |
| 30D | +5.6% | +7.9% | -2.4% | +1.4% |
| 3M | +10.5% | +7.3% | +3.3% | +6.4% |
| 6M | +2.6% | +11.7% | -9.1% | -3.8% |
| YTD | -21.7% | +28.7% | -50.4% | -32.9% |
| 1Y | -21.6% | +22.8% | -44.3% | -31.0% |
| 3Y | +57.0% | +6.6% | +50.4% | +44.7% |
| 5Y | +25.0% | +23.2% | +1.8% | +3.0% |
| All | +539.2% | +108.1% | +431.1% | +305.4% |
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