-10.5%
ISRG vs MLM
-11.4%
+0.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.6% |
| 7D | +8.5% | +9.1% | -0.6% | +5.5% |
| 30D | +18.6% | +14.6% | +4.0% | +13.3% |
| 3M | +30.9% | +0.3% | +30.6% | +30.6% |
| 6M | +6.6% | -7.5% | +14.0% | +8.5% |
| YTD | -14.9% | -10.2% | -4.6% | -14.4% |
| 1Y | -10.5% | -10.5% | 0.0% | -9.7% |
| All | -10.5% | -11.4% | +0.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling