-10.5%
ISRG vs MMM
+22.1%
-32.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.5% | -0.2% | +6.2% |
| 7D | +8.5% | +12.2% | -3.7% | +4.8% |
| 30D | +18.6% | +18.8% | -0.2% | +12.8% |
| 3M | +30.9% | +7.4% | +23.6% | +27.9% |
| 6M | +6.6% | +38.3% | -31.7% | -1.6% |
| YTD | -14.9% | +22.9% | -37.7% | -20.6% |
| 1Y | -10.5% | +23.0% | -33.5% | -19.9% |
| All | -10.5% | +22.1% | -32.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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