-20.1%
ISRG vs MPC
+105.0%
-125.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +2.5% |
| 7D | +5.4% | -9.4% | +14.8% | +3.6% |
| 30D | +8.6% | -14.3% | +23.0% | +6.2% |
| 3M | +21.6% | +31.1% | -9.5% | +25.9% |
| 6M | +2.3% | +60.3% | -57.9% | +8.9% |
| YTD | -18.7% | +142.5% | -161.2% | -9.5% |
| All | -20.1% | +105.0% | -125.1% | -11.2% |
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