+536.3%
ISRG vs MTB
+136.2%
+400.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.0% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +8.6% | +2.4% | +6.2% | +7.9% |
| 3M | +21.6% | -10.5% | +32.1% | +25.9% |
| 6M | +2.3% | +6.4% | -4.1% | +0.4% |
| YTD | -18.7% | +12.8% | -31.5% | -21.9% |
| 1Y | -17.8% | +23.3% | -41.0% | -23.2% |
| 3Y | +69.1% | +108.2% | -39.2% | +32.1% |
| 5Y | +26.5% | +68.6% | -42.1% | +2.5% |
| 10Y | +536.3% | +125.3% | +411.0% | +396.0% |
| All | +536.3% | +136.2% | +400.1% | +396.0% |
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