+537.3%
ISRG vs MPC
+1,105.8%
-568.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | -8.8% | +11.0% | +4.1% |
| 30D | +6.2% | -14.4% | +20.5% | +9.7% |
| 3M | +14.4% | +21.9% | -7.5% | +7.7% |
| 6M | 0.0% | +60.1% | -60.1% | -13.0% |
| YTD | -20.5% | +142.3% | -162.9% | -38.9% |
| 1Y | -21.9% | +101.7% | -123.6% | -36.9% |
| 3Y | +62.2% | +184.8% | -122.6% | +15.6% |
| 5Y | +25.2% | +564.6% | -539.4% | -32.5% |
| 10Y | +537.3% | +1,098.3% | -561.0% | +185.8% |
| All | +537.3% | +1,105.8% | -568.4% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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