+188.9%
MCHP vs ISRG
+380.4%
-191.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -3.2% |
| 7D | -2.1% | -2.5% | +0.4% | -0.7% |
| 30D | -11.1% | -10.2% | -1.0% | -5.6% |
| 3M | -18.1% | -12.5% | -5.6% | -13.9% |
| 6M | +10.8% | -25.8% | +36.6% | +27.9% |
| YTD | +14.2% | -36.4% | +50.6% | +45.2% |
| 1Y | +13.5% | -19.9% | +33.4% | +22.3% |
| 3Y | -2.0% | +20.9% | -22.9% | -19.0% |
| 5Y | +1.4% | +5.7% | -4.3% | -12.5% |
| All | +188.9% | +380.4% | -191.5% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling