-23.2%
ISRG vs MDT
+9.8%
-33.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | -6.1% | -3.7% | -2.4% | -3.7% |
| 30D | +4.2% | +8.6% | -4.4% | -0.9% |
| 3M | +9.6% | +12.2% | -2.6% | +2.1% |
| 6M | +1.9% | +33.7% | -31.9% | -13.8% |
| YTD | -22.3% | +7.8% | -30.2% | -31.9% |
| 1Y | -23.2% | +8.9% | -32.1% | -33.1% |
| All | -23.2% | +9.8% | -33.0% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling