-8.1%
MCD vs ISRG
-21.8%
+13.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -6.8% | +4.8% | -0.8% |
| 30D | +16.6% | +5.1% | +11.5% | +15.8% |
| 3M | +0.9% | +12.0% | -11.1% | -0.6% |
| 6M | +1.5% | +7.0% | -5.5% | 0.0% |
| YTD | -8.3% | -20.6% | +12.3% | -8.1% |
| 1Y | -8.1% | -21.4% | +13.3% | -7.6% |
| All | -8.1% | -21.8% | +13.7% | -7.6% |
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