+69.0%
ISRG vs MPC
+163.4%
-94.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.5% |
| 7D | +4.4% | -12.8% | +17.2% | +5.3% |
| 30D | +15.8% | -12.7% | +28.5% | +16.6% |
| 3M | +24.9% | +27.1% | -2.2% | +20.5% |
| 6M | +3.8% | +45.8% | -42.0% | -2.0% |
| YTD | -17.3% | +134.7% | -152.0% | -29.2% |
| 1Y | -14.6% | +106.0% | -120.6% | -24.8% |
| All | +69.0% | +163.4% | -94.4% | +38.3% |
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