-17.3%
ISRG vs MPC
+102.0%
-119.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.6% |
| 7D | +4.8% | -16.2% | +21.0% | +1.9% |
| 30D | +9.2% | -15.7% | +25.0% | +6.4% |
| 3M | +21.2% | +24.9% | -3.7% | +24.4% |
| 6M | +0.2% | +52.7% | -52.4% | +5.6% |
| YTD | -20.1% | +131.9% | -151.9% | -12.7% |
| 1Y | -17.3% | +96.6% | -114.0% | -8.6% |
| All | -17.3% | +102.0% | -119.3% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling