+28.1%
ISRG vs MXL
-10.3%
+38.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -1.2% |
| 7D | -6.8% | +5.5% | -12.2% | -7.6% |
| 30D | +5.1% | -32.6% | +37.8% | +8.1% |
| 3M | +12.0% | -13.1% | +25.2% | +10.9% |
| 6M | +7.0% | -41.4% | +48.4% | +7.2% |
| YTD | -20.6% | +243.9% | -264.6% | -44.4% |
| 1Y | -21.4% | +305.1% | -326.5% | -47.0% |
| 3Y | +62.0% | +260.1% | -198.1% | -2.4% |
| 5Y | +28.1% | -12.1% | +40.2% | +11.2% |
| All | +28.1% | -10.3% | +38.4% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling