+14,503.1%
ISRG vs MDLZ
+449.8%
+14,053.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -1.7% | +0.1% | -0.7% |
| 30D | -2.3% | -2.1% | -0.2% | -1.3% |
| 3M | -12.4% | +1.3% | -13.8% | -13.4% |
| 6M | -26.8% | +6.2% | -33.0% | -29.6% |
| YTD | -35.3% | +15.8% | -51.0% | -40.8% |
| 1Y | -19.3% | +4.1% | -23.4% | -22.4% |
| 3Y | +18.1% | -4.1% | +22.2% | +15.4% |
| 5Y | +2.6% | +13.4% | -10.7% | -8.5% |
| 10Y | +379.4% | +75.7% | +303.7% | +239.4% |
| All | +14,503.1% | +449.8% | +14,053.3% | +5,436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling