+1,595.6%
MCD vs ISRG
+22,383.9%
-20,788.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.2% |
| 7D | +7.1% | +4.8% | +2.3% | +6.7% |
| 30D | +19.8% | +9.2% | +10.5% | +18.8% |
| 3M | +0.8% | +21.2% | -20.4% | -1.1% |
| 6M | -1.3% | +0.2% | -1.5% | -1.6% |
| YTD | -7.8% | -20.1% | +12.3% | -6.2% |
| 1Y | -5.0% | -17.3% | +12.4% | -3.7% |
| 3Y | +10.5% | +63.3% | -52.8% | +4.2% |
| 5Y | +22.0% | +24.1% | -2.1% | +16.6% |
| 10Y | +216.7% | +507.0% | -290.3% | +166.2% |
| All | +1,595.6% | +22,383.9% | -20,788.2% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling