+533.8%
ISRG vs MTZ
+427.4%
+106.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.7% |
| 7D | -6.1% | +16.5% | -22.6% | -9.5% |
| 30D | +4.2% | -10.2% | +14.4% | +5.6% |
| 3M | +9.6% | -34.2% | +43.8% | +18.7% |
| 6M | +1.9% | -56.0% | +57.8% | +19.4% |
| YTD | -22.3% | -14.8% | -7.5% | -24.4% |
| 1Y | -23.2% | -7.2% | -15.9% | -27.0% |
| 3Y | +58.5% | +275.8% | -217.2% | -0.4% |
| 5Y | +23.9% | +93.5% | -69.6% | -10.7% |
| All | +533.8% | +427.4% | +106.5% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling