-19.3%
ISRG vs MMM
+12.8%
-32.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -3.3% | +1.7% | -0.6% |
| 30D | -2.3% | -7.0% | +4.8% | -0.1% |
| 3M | -12.4% | +10.8% | -23.3% | -14.7% |
| 6M | -26.8% | +5.8% | -32.6% | -28.0% |
| YTD | -35.3% | +6.8% | -42.0% | -36.9% |
| 1Y | -19.3% | +10.4% | -29.7% | -22.5% |
| All | -19.3% | +12.8% | -32.1% | -22.5% |
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