+536.3%
ISRG vs MET
+227.5%
+308.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +0.2% |
| 7D | +5.4% | +1.3% | +4.1% | +4.9% |
| 30D | +8.6% | +4.0% | +4.6% | +6.7% |
| 3M | +21.6% | +4.6% | +17.0% | +19.0% |
| 6M | +2.3% | +32.8% | -30.5% | -10.2% |
| YTD | -18.7% | +32.3% | -51.0% | -28.8% |
| 1Y | -17.8% | +37.1% | -54.9% | -29.3% |
| 3Y | +69.1% | +86.8% | -17.8% | +24.0% |
| 5Y | +26.5% | +87.4% | -60.9% | -8.5% |
| 10Y | +536.3% | +209.9% | +326.4% | +236.8% |
| All | +536.3% | +227.5% | +308.8% | +236.8% |
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