+356.0%
ISRG vs MMM
+54.6%
+301.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -7.6% | -8.0% | +0.4% | -4.0% |
| 3M | -16.4% | +9.4% | -25.7% | -19.8% |
| 6M | -28.6% | +10.2% | -38.8% | -32.0% |
| YTD | -38.2% | +6.1% | -44.3% | -40.5% |
| 1Y | -25.5% | +10.8% | -36.3% | -29.9% |
| 3Y | +17.4% | +104.8% | -87.4% | -21.3% |
| 5Y | -3.0% | +27.0% | -30.0% | -15.8% |
| 10Y | +356.0% | +53.8% | +302.2% | +251.4% |
| All | +356.0% | +54.6% | +301.4% | +251.4% |
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