+5.7%
ISRG vs MTUM
+74.9%
-69.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.5% |
| 7D | -2.5% | +1.2% | -3.8% | -3.6% |
| 30D | -10.2% | -1.7% | -8.5% | -9.3% |
| 3M | -12.5% | -0.5% | -12.0% | -15.3% |
| 6M | -25.8% | +22.3% | -48.2% | -42.3% |
| YTD | -36.4% | +21.4% | -57.7% | -50.3% |
| 1Y | -19.9% | +20.0% | -39.9% | -37.0% |
| 3Y | +20.9% | +113.0% | -92.1% | -49.7% |
| 5Y | +5.7% | +77.3% | -71.6% | -46.7% |
| All | +5.7% | +74.9% | -69.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling