+22.6%
MCD vs ISRG
+24.4%
-1.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -1.6% | -6.1% | +4.5% | -0.7% |
| 30D | +16.0% | +4.2% | +11.8% | +15.3% |
| 3M | 0.0% | +9.6% | -9.7% | -1.4% |
| 6M | +0.9% | +1.9% | -0.9% | +0.2% |
| YTD | -8.7% | -22.3% | +13.6% | -6.0% |
| 1Y | -8.6% | -23.2% | +14.6% | -5.8% |
| 3Y | +9.9% | +58.5% | -48.7% | -2.0% |
| 5Y | +22.6% | +23.9% | -1.3% | +12.7% |
| All | +22.6% | +24.4% | -1.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling