-10.5%
ISRG vs MTZ
-14.7%
+4.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.4% | +24.8% | +8.4% |
| 7D | +8.5% | -7.4% | +15.9% | +7.7% |
| 30D | +18.6% | -23.6% | +42.2% | +17.7% |
| 3M | +30.9% | -38.3% | +69.2% | +30.0% |
| 6M | +6.6% | -60.6% | +67.2% | +7.4% |
| YTD | -14.9% | -22.9% | +8.0% | -22.5% |
| 1Y | -10.5% | -14.3% | +3.7% | -21.5% |
| All | -10.5% | -14.7% | +4.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling