+195.8%
NXPI vs M
-6.4%
+202.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | +0.7% | +2.4% | -1.7% | +0.1% |
| 30D | -6.6% | -11.6% | +5.0% | -3.7% |
| 3M | -25.4% | +1.6% | -27.0% | -26.0% |
| 6M | +11.9% | +25.2% | -13.3% | +5.2% |
| YTD | +4.0% | +3.8% | +0.3% | +2.1% |
| 1Y | +1.0% | +36.3% | -35.3% | -7.6% |
| 3Y | +16.3% | +116.3% | -100.0% | -8.9% |
| 5Y | +17.7% | +28.2% | -10.5% | +0.1% |
| 10Y | +195.8% | -3.4% | +199.2% | +110.8% |
| All | +195.8% | -6.4% | +202.2% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling