-15.7%
ISRG vs MULL
+968.6%
-984.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.1% | -12.5% | -3.7% |
| 7D | +4.8% | -42.7% | +47.5% | +6.9% |
| 30D | +9.2% | -63.8% | +73.0% | +13.6% |
| 3M | +21.2% | -49.0% | +70.2% | +23.3% |
| 6M | +0.2% | -38.2% | +38.4% | -6.5% |
| YTD | -20.1% | +167.0% | -187.1% | -39.3% |
| 1Y | -17.3% | +247.7% | -265.1% | -40.3% |
| All | -15.7% | +968.6% | -984.2% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling