+539.2%
ISRG vs MXL
+161.9%
+377.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.6% |
| 7D | -2.0% | +13.4% | -15.5% | -4.0% |
| 30D | +5.6% | -29.2% | +34.8% | +9.1% |
| 3M | +10.5% | -27.2% | +37.8% | +11.9% |
| 6M | +2.6% | -36.4% | +39.0% | +1.1% |
| YTD | -21.7% | +220.0% | -241.7% | -49.0% |
| 1Y | -21.6% | +304.8% | -326.3% | -51.8% |
| 3Y | +57.0% | +238.5% | -181.4% | -12.7% |
| 5Y | +25.0% | -18.8% | +43.8% | -4.4% |
| All | +539.2% | +161.9% | +377.3% | +199.7% |
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