+20.6%
NXPI vs MCO
+28.6%
-8.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.5% |
| 7D | +3.9% | -3.8% | +7.6% | +6.3% |
| 30D | +1.4% | -0.4% | +1.8% | +1.2% |
| 3M | -21.5% | +7.7% | -29.3% | -26.4% |
| 6M | +19.4% | +7.0% | +12.4% | +11.4% |
| YTD | +9.9% | -6.4% | +16.4% | +11.4% |
| 1Y | +7.9% | -7.6% | +15.5% | +9.8% |
| 3Y | +22.7% | +43.2% | -20.6% | -12.3% |
| All | +20.6% | +28.6% | -8.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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