-10.5%
ISRG vs MULL
+444.9%
-455.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -13.8% | +23.1% | +9.2% |
| 7D | +8.5% | -35.9% | +44.4% | +8.2% |
| 30D | +18.6% | -47.3% | +65.9% | +18.2% |
| 3M | +30.9% | -30.6% | +61.5% | +30.7% |
| 6M | +6.6% | +13.7% | -7.1% | +1.0% |
| YTD | -14.9% | +272.1% | -287.0% | -25.9% |
| 1Y | -10.5% | +475.1% | -485.6% | -24.8% |
| All | -10.5% | +444.9% | -455.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling