+17,983.8%
ISRG vs MTB
+969.2%
+17,014.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | -2.3% | -4.2% | +1.9% | -0.7% |
| 3M | -12.4% | +8.9% | -21.3% | -15.2% |
| 6M | -26.8% | +10.9% | -37.7% | -29.7% |
| YTD | -35.3% | +21.5% | -56.7% | -40.0% |
| 1Y | -19.3% | +21.9% | -41.2% | -25.5% |
| 3Y | +18.1% | +109.2% | -91.1% | -13.1% |
| 5Y | +2.6% | +102.0% | -99.3% | -26.7% |
| 10Y | +379.4% | +171.9% | +207.5% | +175.4% |
| All | +17,983.8% | +969.2% | +17,014.7% | +6,377.9% |
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