+2.0%
ISRG vs MLM
+41.9%
-39.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.5% |
| 7D | -1.6% | -2.9% | +1.3% | 0.0% |
| 30D | -2.3% | -6.8% | +4.6% | +1.5% |
| 3M | -12.4% | -11.2% | -1.2% | -6.9% |
| 6M | -26.8% | -21.8% | -5.0% | -16.9% |
| YTD | -35.3% | -17.0% | -18.3% | -29.6% |
| 1Y | -19.3% | -16.4% | -3.0% | -13.0% |
| 3Y | +18.1% | +14.5% | +3.7% | +0.3% |
| All | +2.0% | +41.9% | -39.9% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling