+43.2%
NXPI vs M
+100.8%
-57.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.0% |
| 7D | -4.4% | -4.3% | -0.1% | -3.1% |
| 30D | +5.6% | +1.3% | +4.3% | +5.0% |
| 3M | +7.6% | -7.4% | +15.0% | +9.8% |
| 6M | -17.6% | +18.3% | -35.9% | -22.6% |
| YTD | +15.9% | +7.6% | +8.3% | +11.3% |
| 1Y | +22.4% | +17.4% | +5.0% | +13.9% |
| 3Y | +43.2% | +108.4% | -65.1% | +4.9% |
| All | +43.2% | +100.8% | -57.6% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling