+500.7%
ISRG vs MMM
+82.0%
+418.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | +4.8% | +6.2% | -1.4% | +2.1% |
| 30D | +9.2% | +14.2% | -5.0% | +2.8% |
| 3M | +21.2% | +2.9% | +18.3% | +19.4% |
| 6M | +0.2% | +27.6% | -27.3% | -10.7% |
| YTD | -20.1% | +17.3% | -37.3% | -26.6% |
| 1Y | -17.3% | +15.1% | -32.4% | -23.4% |
| 3Y | +63.3% | +157.1% | -93.8% | -2.3% |
| 5Y | +24.1% | +45.1% | -21.0% | +0.8% |
| All | +500.7% | +82.0% | +418.6% | +359.3% |
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