+1,247.3%
MU vs ISRG
+18,108.6%
-16,861.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | +9.0% | -1.6% | +10.6% | +9.5% |
| 30D | +13.8% | -2.3% | +16.1% | +14.3% |
| 3M | +2.1% | -12.4% | +14.5% | +4.3% |
| 6M | +153.8% | -26.8% | +180.6% | +171.1% |
| YTD | +256.4% | -35.3% | +291.6% | +293.7% |
| 1Y | +719.8% | -19.3% | +739.1% | +749.3% |
| 3Y | +1,360.4% | +18.1% | +1,342.2% | +1,275.6% |
| 5Y | +1,312.4% | +2.6% | +1,309.8% | +1,263.8% |
| 10Y | +6,142.6% | +379.4% | +5,763.1% | +4,199.3% |
| All | +1,247.3% | +18,108.6% | -16,861.2% | +426.7% |
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