+23,674.8%
ISRG vs MLM
+1,655.2%
+22,019.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.4% |
| 7D | +8.5% | +9.1% | -0.6% | +4.6% |
| 30D | +18.6% | +14.6% | +4.0% | +11.8% |
| 3M | +30.9% | +0.3% | +30.6% | +30.4% |
| 6M | +6.6% | -7.5% | +14.0% | +9.5% |
| YTD | -14.9% | -10.2% | -4.6% | -12.0% |
| 1Y | -10.5% | -10.5% | 0.0% | -7.5% |
| 3Y | +73.1% | +27.8% | +45.3% | +51.9% |
| 5Y | +32.7% | +38.9% | -6.2% | +12.1% |
| 10Y | +546.2% | +211.4% | +334.8% | +258.2% |
| All | +23,674.8% | +1,655.2% | +22,019.6% | +4,977.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling