+4.4%
MCHP vs ISRG
-2.2%
+6.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +0.3% | -5.0% | +5.4% | +3.0% |
| 30D | -9.8% | -10.2% | +0.4% | -4.7% |
| 3M | -19.7% | -17.2% | -2.5% | -13.2% |
| 6M | +13.6% | -28.4% | +42.0% | +32.8% |
| YTD | +16.5% | -37.6% | +54.2% | +48.1% |
| 1Y | +15.7% | -24.4% | +40.1% | +28.5% |
| 3Y | 0.0% | +18.4% | -18.5% | -13.9% |
| 5Y | +4.4% | -1.0% | +5.4% | -8.8% |
| All | +4.4% | -2.2% | +6.6% | -8.8% |
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 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