+533.8%
ISRG vs MPC
+1,165.7%
-631.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.7% |
| 7D | -6.1% | +9.4% | -15.5% | -8.2% |
| 30D | +4.2% | -13.4% | +17.7% | +7.5% |
| 3M | +9.6% | +18.9% | -9.3% | +3.9% |
| 6M | +1.9% | +64.9% | -63.1% | -11.9% |
| YTD | -22.3% | +156.8% | -179.1% | -41.2% |
| 1Y | -23.2% | +113.2% | -136.3% | -38.8% |
| 3Y | +58.5% | +201.8% | -143.3% | +11.4% |
| 5Y | +23.9% | +601.4% | -577.4% | -34.1% |
| All | +533.8% | +1,165.7% | -631.8% | +180.9% |
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