+17.8%
NXPI vs MDB
-1.4%
+19.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | +1.9% | -17.4% | +19.3% | +5.0% |
| 30D | -1.4% | -2.0% | +0.6% | -1.8% |
| 3M | -29.1% | -3.0% | -26.0% | -29.4% |
| 6M | +6.2% | +48.7% | -42.5% | -5.1% |
| YTD | +5.9% | -12.1% | +18.0% | +5.6% |
| 1Y | +2.9% | +14.5% | -11.6% | -4.0% |
| All | +17.8% | -1.4% | +19.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling