+356.0%
ISRG vs MDT
+39.9%
+316.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.1% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -7.6% | +6.0% | -13.6% | -11.5% |
| 3M | -16.4% | +15.5% | -31.9% | -24.8% |
| 6M | -28.6% | +3.4% | -32.0% | -30.4% |
| YTD | -38.2% | -2.2% | -36.0% | -37.6% |
| 1Y | -25.5% | +2.6% | -28.1% | -27.7% |
| 3Y | +17.4% | +27.5% | -10.1% | -6.6% |
| 5Y | -3.0% | -20.1% | +17.1% | +12.3% |
| 10Y | +356.0% | +39.1% | +316.9% | +244.7% |
| All | +356.0% | +39.9% | +316.1% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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