+57.0%
ISRG vs MUB
+9.9%
+47.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -2.0% | -1.3% | -0.8% | -0.7% |
| 30D | +5.6% | +2.2% | +3.4% | +3.6% |
| 3M | +10.5% | -1.6% | +12.2% | +12.9% |
| 6M | +2.6% | -1.3% | +3.9% | +4.5% |
| YTD | -21.7% | -0.7% | -21.0% | -20.6% |
| 1Y | -21.6% | -0.2% | -21.4% | -20.7% |
| 3Y | +57.0% | +9.6% | +47.4% | +37.8% |
| All | +57.0% | +9.9% | +47.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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