+1,747.1%
NXPI vs MAR
+1,111.3%
+635.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +1.9% | -4.2% | +6.1% | +4.7% |
| 30D | -1.4% | -6.7% | +5.2% | +3.0% |
| 3M | -29.1% | -12.5% | -16.6% | -23.2% |
| 6M | +6.2% | +0.6% | +5.6% | +4.3% |
| YTD | +5.9% | +9.1% | -3.2% | -1.9% |
| 1Y | +2.9% | +26.2% | -23.3% | -14.1% |
| 3Y | +14.5% | +68.2% | -53.7% | -20.9% |
| 5Y | +17.1% | +163.9% | -146.9% | -40.9% |
| 10Y | +193.4% | +420.6% | -227.2% | -25.1% |
| All | +1,747.1% | +1,111.3% | +635.8% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling