-21.4%
ISRG vs MPC
+107.1%
-128.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | +0.4% |
| 7D | -6.8% | +2.6% | -9.3% | -6.4% |
| 30D | +5.1% | -12.2% | +17.3% | +3.2% |
| 3M | +12.0% | +20.1% | -8.0% | +14.7% |
| 6M | +7.0% | +60.6% | -53.6% | +13.9% |
| YTD | -20.6% | +150.6% | -171.2% | -11.3% |
| 1Y | -21.4% | +104.7% | -126.1% | -12.2% |
| All | -21.4% | +107.1% | -128.5% | -12.2% |
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