-34.2%
ISRG vs MULL
+2,620.5%
-2,654.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.6% |
| 7D | -5.0% | +14.8% | -19.8% | -5.7% |
| 30D | -10.2% | +36.6% | -46.8% | -11.8% |
| 3M | -17.2% | -8.9% | -8.3% | -19.4% |
| 6M | -28.4% | +311.9% | -340.4% | -42.7% |
| YTD | -37.6% | +579.8% | -617.5% | -54.2% |
| 1Y | -24.4% | +2,421.5% | -2,446.0% | -55.7% |
| All | -34.2% | +2,620.5% | -2,654.7% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling