+1,467.9%
MCD vs ISRG
+18,108.6%
-16,640.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.7% |
| 30D | -6.0% | -2.3% | -3.8% | -5.8% |
| 3M | -5.6% | -12.4% | +6.9% | -4.6% |
| 6M | -21.9% | -26.8% | +5.0% | -19.8% |
| YTD | -14.7% | -35.3% | +20.6% | -11.5% |
| 1Y | -17.3% | -19.3% | +2.1% | -16.0% |
| 3Y | -2.2% | +18.1% | -20.3% | -5.0% |
| 5Y | +20.3% | +2.6% | +17.6% | +17.1% |
| 10Y | +180.7% | +379.4% | -198.7% | +141.1% |
| All | +1,467.9% | +18,108.6% | -16,640.6% | +1,074.4% |
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