+236.9%
MU vs ISRG
-21.8%
+258.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +2.0% | -6.8% | +8.8% | +1.3% |
| 30D | -18.0% | +5.1% | -23.1% | -17.2% |
| 3M | -6.6% | +12.0% | -18.6% | -5.0% |
| 6M | +2.0% | +7.0% | -5.0% | +5.5% |
| YTD | +184.5% | -20.6% | +205.1% | +266.3% |
| 1Y | +236.9% | -21.4% | +258.3% | +337.2% |
| All | +236.9% | -21.8% | +258.7% | +337.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling