+500.7%
ISRG vs MPC
+1,096.9%
-596.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.1% |
| 7D | +4.8% | -16.2% | +21.0% | +9.1% |
| 30D | +9.2% | -15.7% | +25.0% | +13.2% |
| 3M | +21.2% | +24.9% | -3.7% | +13.4% |
| 6M | +0.2% | +52.7% | -52.4% | -11.6% |
| YTD | -20.1% | +131.9% | -151.9% | -37.8% |
| 1Y | -17.3% | +96.6% | -114.0% | -32.8% |
| 3Y | +63.3% | +163.8% | -100.5% | +19.0% |
| 5Y | +24.1% | +533.1% | -509.1% | -32.0% |
| All | +500.7% | +1,096.9% | -596.2% | +184.3% |
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