+22.7%
NXPI vs M
+112.2%
-89.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | +2.1% |
| 7D | +3.9% | -4.2% | +8.1% | +5.1% |
| 30D | +1.4% | -7.2% | +8.6% | +3.6% |
| 3M | -21.5% | -11.1% | -10.4% | -19.1% |
| 6M | +19.4% | +28.8% | -9.4% | +9.3% |
| YTD | +9.9% | +2.0% | +7.9% | +7.6% |
| 1Y | +7.9% | +31.3% | -23.4% | -3.1% |
| 3Y | +22.7% | +119.1% | -96.4% | -16.0% |
| All | +22.7% | +112.2% | -89.6% | -16.0% |
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