-14.6%
ISRG vs MLM
-14.6%
0.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | -1.0% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | +15.8% | +7.9% | +7.8% | +12.8% |
| 3M | +24.9% | -4.5% | +29.3% | +26.8% |
| 6M | +3.8% | -12.6% | +16.4% | +7.9% |
| YTD | -17.3% | -14.9% | -2.4% | -15.7% |
| 1Y | -14.6% | -13.1% | -1.5% | -14.5% |
| All | -14.6% | -14.6% | 0.0% | -14.5% |
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