+212.4%
NXPI vs MAR
+529.3%
-316.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | +6.8% | +1.6% | +5.2% | +5.8% |
| 30D | +20.0% | +13.8% | +6.2% | +11.2% |
| 3M | +14.8% | +20.3% | -5.5% | +2.7% |
| 6M | -10.5% | +21.3% | -31.8% | -21.1% |
| YTD | +23.7% | +37.2% | -13.5% | +0.8% |
| 1Y | +34.1% | +48.4% | -14.4% | +3.9% |
| 3Y | +51.2% | +120.1% | -68.9% | -6.9% |
| 5Y | +33.4% | +182.1% | -148.7% | -29.2% |
| All | +212.4% | +529.3% | -316.9% | +31.6% |
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