+62.2%
ISRG vs MMM
+167.3%
-105.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +2.1% | +7.0% | -4.9% | +0.1% |
| 30D | +6.2% | +18.4% | -12.2% | +1.0% |
| 3M | +14.4% | +4.5% | +9.9% | +12.8% |
| 6M | 0.0% | +33.4% | -33.4% | -8.1% |
| YTD | -20.5% | +20.0% | -40.5% | -25.1% |
| 1Y | -21.9% | +15.0% | -36.9% | -25.5% |
| 3Y | +62.2% | +165.0% | -102.8% | +41.1% |
| All | +62.2% | +167.3% | -105.1% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling