+2,076.7%
NXPI vs MAR
+1,428.6%
+648.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.1% |
| 7D | +9.4% | +1.8% | +7.6% | +8.1% |
| 30D | +18.1% | +14.3% | +3.8% | +8.1% |
| 3M | +15.0% | +20.0% | -5.0% | +1.7% |
| 6M | -8.4% | +21.7% | -30.2% | -20.7% |
| YTD | +24.8% | +37.7% | -12.9% | -1.0% |
| 1Y | +33.3% | +46.8% | -13.5% | +1.1% |
| 3Y | +51.0% | +121.0% | -70.0% | -12.9% |
| 5Y | +34.5% | +183.1% | -148.6% | -35.1% |
| 10Y | +211.8% | +532.4% | -320.6% | -29.4% |
| All | +2,076.7% | +1,428.6% | +648.1% | +96.5% |
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