+17,983.8%
ISRG vs MTZ
+476.2%
+17,507.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -2.3% | -11.1% | +8.8% | -0.2% |
| 3M | -12.4% | -36.7% | +24.3% | -5.7% |
| 6M | -26.8% | -21.9% | -4.9% | -24.9% |
| YTD | -35.3% | +9.1% | -44.4% | -38.2% |
| 1Y | -19.3% | +30.0% | -49.3% | -26.2% |
| 3Y | +18.1% | +138.5% | -120.3% | -7.2% |
| 5Y | +2.6% | +158.3% | -155.7% | -22.2% |
| 10Y | +379.4% | +700.8% | -321.3% | +172.0% |
| All | +17,983.8% | +476.2% | +17,507.7% | +6,686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling