-1.3%
MCD vs ISRG
+0.3%
-1.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.2% |
| 7D | +7.1% | +4.8% | +2.3% | +6.2% |
| 30D | +19.8% | +9.2% | +10.5% | +18.0% |
| 3M | +0.8% | +21.2% | -20.4% | -2.5% |
| 6M | -1.3% | +0.2% | -1.5% | -2.6% |
| All | -1.3% | +0.3% | -1.6% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling