+211.3%
MCD vs ISRG
+524.5%
-313.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +5.9% | +5.4% | +0.5% | +4.6% |
| 30D | +19.6% | +8.6% | +11.0% | +17.3% |
| 3M | +3.3% | +21.6% | -18.3% | -1.7% |
| 6M | +3.5% | +2.3% | +1.2% | +2.0% |
| YTD | -6.1% | -18.7% | +12.6% | -2.4% |
| 1Y | -3.7% | -17.8% | +14.1% | -0.2% |
| 3Y | +13.4% | +69.1% | -55.7% | -6.8% |
| 5Y | +25.2% | +26.5% | -1.3% | +9.2% |
| 10Y | +211.3% | +536.3% | -325.0% | +75.8% |
| All | +211.3% | +524.5% | -313.3% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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