+193.4%
MCD vs ISRG
+542.9%
-349.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | +14.1% | +5.6% | +8.6% | +12.6% |
| 3M | +0.6% | +10.5% | -9.9% | -2.0% |
| 6M | 0.0% | +2.6% | -2.6% | -1.4% |
| YTD | -9.3% | -21.7% | +12.4% | -4.9% |
| 1Y | -9.3% | -21.6% | +12.3% | -5.0% |
| 3Y | +8.6% | +57.0% | -48.4% | -9.0% |
| 5Y | +21.9% | +25.0% | -3.1% | +6.4% |
| All | +193.4% | +542.9% | -349.5% | +68.0% |
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