-1.0%
ISRG vs MTZ
+162.0%
-163.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -5.0% | +2.3% | -7.3% | -5.6% |
| 30D | -10.2% | -10.3% | +0.1% | -8.3% |
| 3M | -17.2% | -31.8% | +14.6% | -11.7% |
| 6M | -28.4% | -19.2% | -9.2% | -27.8% |
| YTD | -37.6% | +10.7% | -48.4% | -42.5% |
| 1Y | -24.4% | +37.5% | -62.0% | -35.2% |
| 3Y | +18.4% | +162.4% | -143.9% | -17.9% |
| 5Y | -1.0% | +166.3% | -167.3% | -35.2% |
| All | -1.0% | +162.0% | -163.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling