+17.7%
NXPI vs MAR
+155.0%
-137.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.9% |
| 30D | -6.6% | -6.9% | +0.3% | -2.0% |
| 3M | -25.4% | -15.8% | -9.6% | -16.6% |
| 6M | +11.9% | +1.9% | +10.0% | +8.2% |
| YTD | +4.0% | +6.6% | -2.6% | -3.1% |
| 1Y | +1.0% | +23.7% | -22.6% | -16.2% |
| 3Y | +16.3% | +64.6% | -48.3% | -21.8% |
| 5Y | +17.7% | +156.4% | -138.7% | -37.9% |
| All | +17.7% | +155.0% | -137.3% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling