-19.9%
ISRG vs MDLZ
+3.8%
-23.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | -10.2% | +1.1% | -11.3% | -10.2% |
| 3M | -12.5% | -1.8% | -10.7% | -13.2% |
| 6M | -25.8% | +12.3% | -38.1% | -26.0% |
| YTD | -36.4% | +18.0% | -54.4% | -36.6% |
| 1Y | -19.9% | +3.8% | -23.7% | -18.3% |
| All | -19.9% | +3.8% | -23.7% | -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