+376.2%
ISRG vs MPC
+1,131.7%
-755.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | +5.4% | -7.0% | -2.9% |
| 30D | -2.3% | +31.0% | -33.2% | -8.8% |
| 3M | -12.4% | +46.0% | -58.5% | -21.0% |
| 6M | -26.8% | +77.3% | -104.1% | -37.8% |
| YTD | -35.3% | +141.9% | -177.2% | -49.6% |
| 1Y | -19.3% | +120.9% | -140.2% | -35.8% |
| 3Y | +18.1% | +182.7% | -164.5% | -14.6% |
| 5Y | +2.6% | +646.4% | -643.8% | -45.7% |
| All | +376.2% | +1,131.7% | -755.6% | +116.4% |
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