+356.0%
ISRG vs MET
+247.1%
+108.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.7% |
| 30D | -7.6% | -2.3% | -5.2% | -6.6% |
| 3M | -16.4% | +13.9% | -30.2% | -21.2% |
| 6M | -28.6% | +34.8% | -63.4% | -37.6% |
| YTD | -38.2% | +23.5% | -61.7% | -44.0% |
| 1Y | -25.5% | +23.4% | -48.9% | -32.8% |
| 3Y | +17.4% | +64.9% | -47.5% | -8.4% |
| 5Y | -3.0% | +82.0% | -85.0% | -28.6% |
| 10Y | +356.0% | +244.4% | +111.6% | +152.6% |
| All | +356.0% | +247.1% | +108.9% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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