-19.0%
ISRG vs MTZ
+26.3%
-45.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.7% |
| 30D | -8.0% | -14.5% | +6.5% | -7.9% |
| 3M | -10.6% | -32.9% | +22.3% | -10.6% |
| 6M | -25.1% | -20.8% | -4.3% | -26.7% |
| YTD | -34.8% | +10.6% | -45.4% | -37.1% |
| 1Y | -19.0% | +27.1% | -46.1% | -24.5% |
| All | -19.0% | +26.3% | -45.3% | -24.5% |
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