+22,612.5%
ISRG vs MTB
+892.9%
+21,719.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.9% |
| 7D | +5.4% | -0.8% | +6.2% | +5.8% |
| 30D | +8.6% | +2.4% | +6.2% | +7.7% |
| 3M | +21.6% | -10.5% | +32.1% | +26.7% |
| 6M | +2.3% | +6.4% | -4.1% | 0.0% |
| YTD | -18.7% | +12.8% | -31.5% | -22.5% |
| 1Y | -17.8% | +23.3% | -41.0% | -24.3% |
| 3Y | +69.1% | +108.2% | -39.2% | +24.9% |
| 5Y | +26.5% | +68.6% | -42.1% | -2.6% |
| 10Y | +536.3% | +125.3% | +411.0% | +295.4% |
| All | +22,612.5% | +892.9% | +21,719.7% | +8,263.0% |
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 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