+16.8%
ISRG vs MTUM
+116.3%
-99.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -5.0% | +4.1% | -9.1% | -7.2% |
| 30D | -10.2% | +0.6% | -10.8% | -10.7% |
| 3M | -17.2% | -0.6% | -16.6% | -19.0% |
| 6M | -28.4% | +25.3% | -53.8% | -43.2% |
| YTD | -37.6% | +23.8% | -61.4% | -50.1% |
| 1Y | -24.4% | +25.4% | -49.8% | -40.6% |
| All | +16.8% | +116.3% | -99.5% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling