+63.3%
ISRG vs MDT
+54.6%
+8.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.8% |
| 7D | +4.8% | +5.4% | -0.6% | +2.1% |
| 30D | +9.2% | +19.1% | -9.8% | -0.1% |
| 3M | +21.2% | +19.5% | +1.7% | +10.7% |
| 6M | +0.2% | +33.5% | -33.2% | -12.9% |
| YTD | -20.1% | +8.7% | -28.7% | -24.9% |
| 1Y | -17.3% | +16.8% | -34.1% | -24.8% |
| 3Y | +63.3% | +53.0% | +10.3% | +32.7% |
| All | +63.3% | +54.6% | +8.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling