+86.8%
ISRG vs MP
+450.8%
-364.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | -2.3% | +13.8% | -16.1% | -3.3% |
| 3M | -12.4% | -16.7% | +4.3% | -11.6% |
| 6M | -26.8% | -11.5% | -15.3% | -27.0% |
| YTD | -35.3% | +7.9% | -43.2% | -36.8% |
| 1Y | -19.3% | -15.0% | -4.3% | -20.5% |
| 3Y | +18.1% | +153.5% | -135.4% | -2.0% |
| 5Y | +2.6% | +58.7% | -56.0% | -10.7% |
| All | +86.8% | +450.8% | -364.0% | +40.3% |
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