+550.7%
ISRG vs MMM
+79.4%
+471.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -6.8% | -2.6% | -4.1% | -5.6% |
| 30D | +5.1% | +17.4% | -12.3% | -2.3% |
| 3M | +12.0% | +3.6% | +8.4% | +10.1% |
| 6M | +7.0% | +33.0% | -26.0% | -6.5% |
| YTD | -20.6% | +19.6% | -40.3% | -27.8% |
| 1Y | -21.4% | +14.0% | -35.5% | -26.9% |
| 3Y | +62.0% | +164.3% | -102.3% | -4.5% |
| 5Y | +28.1% | +49.3% | -21.2% | +2.6% |
| 10Y | +550.7% | +78.4% | +472.3% | +378.9% |
| All | +550.7% | +79.4% | +471.3% | +378.9% |
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 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