+370.1%
ISRG vs MTB
+172.8%
+197.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -10.2% | -4.6% | -5.6% | -8.9% |
| 3M | -17.2% | +6.3% | -23.5% | -18.7% |
| 6M | -28.4% | +15.6% | -44.0% | -31.6% |
| YTD | -37.6% | +20.6% | -58.2% | -41.2% |
| 1Y | -24.4% | +22.5% | -47.0% | -29.3% |
| 3Y | +18.4% | +114.4% | -96.0% | -8.2% |
| 5Y | -1.0% | +101.9% | -102.9% | -24.3% |
| 10Y | +370.1% | +170.4% | +199.7% | +266.8% |
| All | +370.1% | +172.8% | +197.3% | +266.8% |
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