+370.1%
ISRG vs MXL
+273.2%
+96.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | -0.3% |
| 7D | -5.0% | +19.0% | -24.0% | -7.6% |
| 30D | -10.2% | +4.5% | -14.7% | -11.5% |
| 3M | -17.2% | -1.5% | -15.7% | -21.1% |
| 6M | -28.4% | +348.6% | -377.1% | -54.3% |
| YTD | -37.6% | +310.3% | -347.9% | -59.7% |
| 1Y | -24.4% | +344.7% | -369.2% | -52.7% |
| 3Y | +18.4% | +211.2% | -192.7% | -29.1% |
| 5Y | -1.0% | +34.8% | -35.8% | -30.3% |
| 10Y | +370.1% | +286.5% | +83.6% | +109.7% |
| All | +370.1% | +273.2% | +96.9% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling