+937.6%
MCHP vs ISRG
+17,287.3%
-16,349.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | 0.0% |
| 7D | +2.8% | -5.2% | +7.9% | +4.1% |
| 30D | -12.8% | -7.6% | -5.3% | -11.3% |
| 3M | -19.2% | -16.4% | -2.9% | -16.4% |
| 6M | +14.5% | -28.6% | +43.1% | +22.8% |
| YTD | +17.1% | -38.2% | +55.3% | +30.2% |
| 1Y | +15.3% | -25.5% | +40.8% | +21.8% |
| 3Y | +0.5% | +17.4% | -17.0% | -4.0% |
| 5Y | +6.1% | -3.0% | +9.0% | +5.1% |
| 10Y | +192.2% | +356.0% | -163.7% | +117.5% |
| All | +937.6% | +17,287.3% | -16,349.7% | +284.1% |
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