+2.0%
ISRG vs MUB
+2.2%
-0.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -0.4% |
| 30D | -2.3% | -1.4% | -0.8% | -0.3% |
| 3M | -12.4% | -2.2% | -10.3% | -9.7% |
| 6M | -26.8% | -1.9% | -25.0% | -24.8% |
| YTD | -35.3% | -0.8% | -34.5% | -34.4% |
| 1Y | -19.3% | +2.7% | -22.1% | -22.0% |
| 3Y | +18.1% | +8.6% | +9.5% | +3.7% |
| All | +2.0% | +2.2% | -0.2% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling