-21.9%
ISRG vs MULL
+251.4%
-273.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | +2.1% | -32.2% | +34.3% | +1.8% |
| 30D | +6.2% | -55.4% | +61.5% | +5.6% |
| 3M | +14.4% | -41.3% | +55.7% | +14.0% |
| 6M | 0.0% | -44.9% | +44.9% | -2.5% |
| YTD | -20.5% | +192.4% | -212.9% | -30.0% |
| 1Y | -21.9% | +239.4% | -261.3% | -31.9% |
| All | -21.9% | +251.4% | -273.3% | -31.9% |
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