+22,229.9%
ISRG vs MMM
+946.2%
+21,283.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.6% |
| 7D | +4.8% | +6.2% | -1.4% | +1.4% |
| 30D | +9.2% | +14.2% | -5.0% | +1.1% |
| 3M | +21.2% | +2.9% | +18.3% | +18.8% |
| 6M | +0.2% | +27.6% | -27.3% | -13.4% |
| YTD | -20.1% | +17.3% | -37.3% | -28.3% |
| 1Y | -17.3% | +15.1% | -32.4% | -25.1% |
| 3Y | +63.3% | +157.1% | -93.8% | -13.8% |
| 5Y | +24.1% | +45.1% | -21.0% | -8.4% |
| 10Y | +507.0% | +83.9% | +423.1% | +260.9% |
| All | +22,229.9% | +946.2% | +21,283.7% | +3,956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling