+22,229.9%
ISRG vs MTB
+870.7%
+21,359.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | +4.8% | -1.3% | +6.2% | +5.4% |
| 30D | +9.2% | +0.5% | +8.7% | +9.1% |
| 3M | +21.2% | -12.4% | +33.6% | +27.3% |
| 6M | +0.2% | +1.5% | -1.3% | -0.3% |
| YTD | -20.1% | +10.3% | -30.3% | -23.2% |
| 1Y | -17.3% | +22.2% | -39.5% | -23.7% |
| 3Y | +63.3% | +96.9% | -33.6% | +23.2% |
| 5Y | +24.1% | +64.3% | -40.2% | -3.5% |
| 10Y | +507.0% | +137.8% | +369.1% | +267.7% |
| All | +22,229.9% | +870.7% | +21,359.2% | +8,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling