+17,983.8%
ISRG vs MKC
+916.1%
+17,067.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -1.6% | -5.9% | +4.3% | +1.0% |
| 30D | -2.3% | -0.9% | -1.4% | -2.0% |
| 3M | -12.4% | +12.7% | -25.2% | -17.0% |
| 6M | -26.8% | -19.3% | -7.5% | -20.4% |
| YTD | -35.3% | -22.2% | -13.1% | -29.0% |
| 1Y | -19.3% | -23.3% | +4.0% | -11.1% |
| 3Y | +18.1% | -30.0% | +48.1% | +32.0% |
| 5Y | +2.6% | -33.8% | +36.4% | +15.9% |
| 10Y | +379.4% | +24.4% | +355.0% | +289.1% |
| All | +17,983.8% | +916.1% | +17,067.7% | +7,703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling