+538.8%
ISRG vs MTUM
+608.1%
-69.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.6% |
| 7D | -5.2% | +4.1% | -9.3% | -8.6% |
| 30D | -7.6% | -0.2% | -7.4% | -7.8% |
| 3M | -16.4% | -1.9% | -14.4% | -17.8% |
| 6M | -28.6% | +28.1% | -56.7% | -46.9% |
| YTD | -38.2% | +23.6% | -61.7% | -52.6% |
| 1Y | -25.5% | +26.1% | -51.6% | -44.4% |
| 3Y | +17.4% | +116.8% | -99.4% | -49.8% |
| 5Y | -3.0% | +80.0% | -83.0% | -49.5% |
| 10Y | +356.0% | +346.4% | +9.6% | +3.6% |
| All | +538.8% | +608.1% | -69.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling