+453.1%
MCD vs NXPI
+1,889.2%
-1,436.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.8% | +1.9% | -4.7% | -3.1% |
| 30D | -6.0% | -1.4% | -4.6% | -5.9% |
| 3M | -5.6% | -29.1% | +23.5% | -1.8% |
| 6M | -21.9% | +6.2% | -28.1% | -23.7% |
| YTD | -14.7% | +5.9% | -20.6% | -16.9% |
| 1Y | -17.3% | +2.9% | -20.1% | -19.3% |
| 3Y | -2.2% | +14.5% | -16.6% | -8.5% |
| 5Y | +20.3% | +17.1% | +3.2% | +9.6% |
| 10Y | +180.7% | +193.4% | -12.7% | +114.4% |
| All | +453.1% | +1,889.2% | -1,436.1% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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