+23.9%
ISRG vs MPC
+527.1%
-503.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.2% |
| 7D | +4.8% | -16.2% | +21.0% | +7.3% |
| 30D | +9.2% | -15.7% | +25.0% | +11.5% |
| 3M | +21.2% | +24.9% | -3.7% | +15.6% |
| 6M | +0.2% | +52.7% | -52.4% | -8.3% |
| YTD | -20.1% | +131.9% | -151.9% | -33.8% |
| 1Y | -17.3% | +96.6% | -114.0% | -28.9% |
| 3Y | +63.3% | +163.8% | -100.5% | +26.8% |
| All | +23.9% | +527.1% | -503.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling