+21,593.2%
ISRG vs MTZ
+349.6%
+21,243.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.7% |
| 7D | -6.1% | +16.5% | -22.6% | -9.1% |
| 30D | +4.2% | -10.2% | +14.4% | +5.4% |
| 3M | +9.6% | -34.2% | +43.8% | +17.2% |
| 6M | +1.9% | -56.0% | +57.8% | +16.1% |
| YTD | -22.3% | -14.8% | -7.5% | -23.2% |
| 1Y | -23.2% | -7.2% | -15.9% | -25.5% |
| 3Y | +58.5% | +275.8% | -217.2% | +12.8% |
| 5Y | +23.9% | +93.5% | -69.6% | -1.8% |
| 10Y | +536.7% | +432.7% | +104.1% | +287.0% |
| All | +21,593.2% | +349.6% | +21,243.6% | +8,333.3% |
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