-21.6%
ISRG vs MXL
+277.9%
-299.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.7% |
| 7D | -2.0% | +13.4% | -15.5% | -1.7% |
| 30D | +5.6% | -29.2% | +34.8% | +5.0% |
| 3M | +10.5% | -27.2% | +37.8% | +10.1% |
| 6M | +2.6% | -36.4% | +39.0% | +1.6% |
| YTD | -21.7% | +220.0% | -241.7% | -33.3% |
| 1Y | -21.6% | +304.8% | -326.3% | -36.2% |
| All | -21.6% | +277.9% | -299.5% | -36.2% |
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