+138.7%
ISRG vs MP
+240.8%
-102.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -2.4% |
| 7D | +4.4% | -19.0% | +23.4% | +6.0% |
| 30D | +15.8% | -30.5% | +46.2% | +18.8% |
| 3M | +24.9% | -29.6% | +54.4% | +27.8% |
| 6M | +3.8% | -50.4% | +54.2% | +8.5% |
| YTD | -17.3% | -33.2% | +15.9% | -16.4% |
| 1Y | -14.6% | -38.6% | +24.0% | -13.3% |
| 3Y | +68.2% | +105.5% | -37.3% | +39.7% |
| 5Y | +28.4% | -7.8% | +36.2% | +16.1% |
| All | +138.7% | +240.8% | -102.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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