+533.8%
ISRG vs MTB
+113.8%
+420.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +4.2% | +0.8% | +3.4% | +4.0% |
| 3M | +9.6% | -12.8% | +22.4% | +14.4% |
| 6M | +1.9% | +6.7% | -4.8% | -0.2% |
| YTD | -22.3% | +11.3% | -33.7% | -25.1% |
| 1Y | -23.2% | +20.2% | -43.3% | -27.7% |
| 3Y | +58.5% | +103.8% | -45.2% | +24.6% |
| 5Y | +23.9% | +60.9% | -36.9% | +1.9% |
| All | +533.8% | +113.8% | +420.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling