+537.3%
ISRG vs MMM
+84.0%
+453.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +2.1% | +7.0% | -4.9% | -0.9% |
| 30D | +6.2% | +18.4% | -12.2% | -1.7% |
| 3M | +14.4% | +4.5% | +9.9% | +12.0% |
| 6M | 0.0% | +33.4% | -33.4% | -12.7% |
| YTD | -20.5% | +20.0% | -40.5% | -27.8% |
| 1Y | -21.9% | +15.0% | -36.9% | -27.6% |
| 3Y | +62.2% | +165.0% | -102.8% | -4.5% |
| 5Y | +25.2% | +47.9% | -22.7% | +0.9% |
| 10Y | +537.3% | +79.6% | +457.7% | +371.5% |
| All | +537.3% | +84.0% | +453.3% | +371.5% |
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 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