-19.3%
ISRG vs MXL
+316.6%
-335.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | -2.3% | -7.0% | +4.7% | -2.3% |
| 3M | -12.4% | -33.4% | +21.0% | -13.0% |
| 6M | -26.8% | +260.2% | -287.0% | -35.7% |
| YTD | -35.3% | +260.0% | -295.2% | -43.2% |
| 1Y | -19.3% | +303.5% | -322.8% | -31.5% |
| All | -19.3% | +316.6% | -335.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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