+19.2%
ISRG vs MPC
+181.4%
-162.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | +5.4% | -7.0% | -2.2% |
| 30D | -2.3% | +31.0% | -33.2% | -5.3% |
| 3M | -12.4% | +46.0% | -58.5% | -16.7% |
| 6M | -26.8% | +77.3% | -104.1% | -32.9% |
| YTD | -35.3% | +141.9% | -177.2% | -44.5% |
| 1Y | -19.3% | +120.9% | -140.2% | -29.4% |
| All | +19.2% | +181.4% | -162.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling