+533.8%
ISRG vs MMM
+75.7%
+458.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | +4.2% | +14.4% | -10.2% | -2.0% |
| 3M | +9.6% | +1.8% | +7.8% | +8.6% |
| 6M | +1.9% | +31.3% | -29.4% | -10.4% |
| YTD | -22.3% | +18.0% | -40.3% | -28.9% |
| 1Y | -23.2% | +10.9% | -34.0% | -27.6% |
| 3Y | +58.5% | +160.6% | -102.1% | -6.0% |
| 5Y | +23.9% | +44.5% | -20.6% | +1.0% |
| All | +533.8% | +75.7% | +458.1% | +366.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling