-10.5%
ISRG vs MXL
+276.5%
-287.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.1% | +20.5% | +9.1% |
| 7D | +8.5% | -24.3% | +32.9% | +7.9% |
| 30D | +18.6% | -46.1% | +64.7% | +17.4% |
| 3M | +30.9% | -21.8% | +52.7% | +30.4% |
| 6M | +6.6% | -27.2% | +33.8% | +4.9% |
| YTD | -14.9% | +226.2% | -241.0% | -27.9% |
| 1Y | -10.5% | +297.0% | -307.5% | -27.2% |
| All | -10.5% | +276.5% | -287.0% | -27.2% |
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