+223.9%
NXPI vs MAR
+450.9%
-227.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.5% |
| 7D | +3.9% | -0.5% | +4.4% | +4.2% |
| 30D | +1.4% | -5.4% | +6.8% | +4.7% |
| 3M | -21.5% | -15.5% | -6.0% | -13.9% |
| 6M | +19.4% | +3.0% | +16.4% | +15.9% |
| YTD | +9.9% | +8.5% | +1.4% | +3.2% |
| 1Y | +7.9% | +26.0% | -18.1% | -7.9% |
| 3Y | +22.7% | +68.6% | -45.9% | -11.3% |
| 5Y | +22.1% | +157.4% | -135.3% | -30.8% |
| All | +223.9% | +450.9% | -227.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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