+370.1%
ISRG vs MKC
+26.7%
+343.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -5.0% | -4.3% | -0.7% | -3.4% |
| 30D | -10.2% | -3.1% | -7.1% | -9.2% |
| 3M | -17.2% | +6.8% | -24.0% | -19.3% |
| 6M | -28.4% | -18.3% | -10.1% | -23.2% |
| YTD | -37.6% | -23.1% | -14.6% | -31.9% |
| 1Y | -24.4% | -23.7% | -0.8% | -17.4% |
| 3Y | +18.4% | -31.0% | +49.5% | +32.1% |
| 5Y | -1.0% | -33.5% | +32.6% | +10.8% |
| 10Y | +370.1% | +30.3% | +339.9% | +313.6% |
| All | +370.1% | +26.7% | +343.5% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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