+25.5%
ISRG vs MPC
+600.5%
-575.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -2.0% | +11.2% | -13.3% | -3.5% |
| 30D | +5.6% | -14.5% | +20.0% | +7.8% |
| 3M | +10.5% | +16.7% | -6.1% | +7.1% |
| 6M | +2.6% | +67.6% | -64.9% | -7.2% |
| YTD | -21.7% | +157.9% | -179.6% | -36.1% |
| 1Y | -21.6% | +116.7% | -138.2% | -33.4% |
| 3Y | +57.0% | +199.8% | -142.7% | +19.4% |
| All | +25.5% | +600.5% | -575.0% | -28.5% |
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