-3.2%
MCD vs ISRG
-19.6%
+16.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.6% |
| 7D | +7.3% | +2.1% | +5.2% | +6.9% |
| 30D | +20.0% | +6.2% | +13.8% | +18.9% |
| 3M | +3.8% | +14.4% | -10.6% | +2.0% |
| 6M | +3.8% | 0.0% | +3.8% | +2.6% |
| YTD | -5.9% | -20.5% | +14.7% | -5.8% |
| 1Y | -3.2% | -21.9% | +18.7% | -2.9% |
| All | -3.2% | -19.6% | +16.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling