+17.4%
ISRG vs MTZ
+165.0%
-147.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -5.2% |
| 7D | -5.2% | +3.6% | -8.7% | -5.8% |
| 30D | -7.6% | -9.6% | +2.1% | -6.2% |
| 3M | -16.4% | -31.9% | +15.6% | -11.8% |
| 6M | -28.6% | -13.8% | -14.8% | -29.4% |
| YTD | -38.2% | +13.3% | -51.4% | -43.1% |
| 1Y | -25.5% | +39.3% | -64.8% | -35.7% |
| 3Y | +17.4% | +168.3% | -150.9% | -13.4% |
| All | +17.4% | +165.0% | -147.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling