+10,092.4%
ISRG vs MPWR
+15,734.2%
-5,641.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.9% |
| 30D | -2.3% | -9.0% | +6.8% | +0.1% |
| 3M | -12.4% | -25.8% | +13.4% | -7.0% |
| 6M | -26.8% | +11.8% | -38.6% | -31.8% |
| YTD | -35.3% | +35.5% | -70.8% | -43.3% |
| 1Y | -19.3% | +45.3% | -64.6% | -31.4% |
| 3Y | +18.1% | +138.5% | -120.3% | -19.6% |
| 5Y | +2.6% | +152.8% | -150.1% | -35.0% |
| 10Y | +379.4% | +1,616.6% | -1,237.1% | +72.4% |
| All | +10,092.4% | +15,734.2% | -5,641.8% | +2,140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 all: compounded portfolio wealth divided by compounded MPWR 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…
all analysis · Full analysis span regression · 6 months rolling