-19.9%
ISRG vs MXL
+329.6%
-349.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.1% | +2.0% |
| 7D | -2.5% | +16.6% | -19.2% | -2.3% |
| 30D | -10.2% | +0.5% | -10.6% | -10.1% |
| 3M | -12.5% | -3.6% | -8.9% | -13.2% |
| 6M | -25.8% | +328.0% | -353.8% | -35.0% |
| YTD | -36.4% | +297.8% | -334.2% | -43.9% |
| 1Y | -19.9% | +339.4% | -359.3% | -31.8% |
| All | -19.9% | +329.6% | -349.5% | -31.8% |
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