-3.0%
ISRG vs MXL
+23.2%
-26.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.0% | -10.5% | -5.1% |
| 7D | -5.2% | +15.5% | -20.6% | -6.7% |
| 30D | -7.6% | -11.3% | +3.7% | -6.9% |
| 3M | -16.4% | -16.1% | -0.2% | -17.8% |
| 6M | -28.6% | +323.0% | -351.6% | -50.3% |
| YTD | -38.2% | +281.5% | -319.7% | -56.3% |
| 1Y | -25.5% | +319.3% | -344.8% | -49.0% |
| 3Y | +17.4% | +189.4% | -172.0% | -22.5% |
| 5Y | -3.0% | +26.0% | -29.0% | -21.2% |
| All | -3.0% | +23.2% | -26.2% | -21.2% |
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