+214.4%
NXPI vs MAR
+541.3%
-326.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +1.7% | +1.0% | +0.7% | +1.2% |
| 30D | +19.7% | +16.2% | +3.5% | +9.5% |
| 3M | +14.5% | +23.1% | -8.5% | +1.0% |
| 6M | -11.2% | +22.0% | -33.2% | -21.9% |
| YTD | +25.8% | +39.2% | -13.4% | +1.7% |
| 1Y | +35.2% | +48.3% | -13.1% | +5.0% |
| 3Y | +52.3% | +123.4% | -71.1% | -6.9% |
| 5Y | +34.8% | +185.4% | -150.5% | -28.7% |
| 10Y | +214.4% | +539.2% | -324.8% | +36.2% |
| All | +214.4% | +541.3% | -326.9% | +36.2% |
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