+25.5%
ISRG vs MDLZ
+23.2%
+2.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -2.0% | +2.3% | -4.3% | -2.8% |
| 30D | +5.6% | +7.9% | -2.4% | +3.0% |
| 3M | +10.5% | +7.3% | +3.3% | +8.0% |
| 6M | +2.6% | +11.7% | -9.1% | -1.4% |
| YTD | -21.7% | +28.7% | -50.4% | -29.0% |
| 1Y | -21.6% | +22.8% | -44.3% | -27.6% |
| 3Y | +57.0% | +6.6% | +50.4% | +49.6% |
| All | +25.5% | +23.2% | +2.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling