+922.9%
MSFT vs NXPI
+206.1%
+716.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | -0.4% | +15.0% | -15.3% | -4.6% |
| 3M | +5.6% | +12.6% | -7.0% | +1.4% |
| 6M | +29.0% | -10.6% | +39.5% | +30.4% |
| YTD | +10.9% | +22.1% | -11.1% | -1.1% |
| 1Y | +6.2% | +29.8% | -23.5% | -7.7% |
| 3Y | +47.6% | +47.8% | -0.2% | +15.0% |
| 5Y | +67.9% | +33.9% | +34.1% | +31.5% |
| 10Y | +922.9% | +208.7% | +714.1% | +442.3% |
| All | +922.9% | +206.1% | +716.7% | +442.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling