+386.2%
ISRG vs MTUM
+357.8%
+28.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.2% |
| 7D | +0.7% | +0.7% | 0.0% | -0.1% |
| 30D | -8.0% | -2.4% | -5.6% | -6.3% |
| 3M | -10.6% | -3.6% | -6.9% | -10.6% |
| 6M | -25.1% | +23.7% | -48.8% | -43.1% |
| YTD | -34.8% | +22.9% | -57.7% | -50.4% |
| 1Y | -19.0% | +21.8% | -40.8% | -38.0% |
| 3Y | +22.1% | +114.4% | -92.4% | -49.5% |
| 5Y | +8.2% | +79.6% | -71.3% | -45.4% |
| All | +386.2% | +357.8% | +28.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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