+22.0%
NXPI vs MDB
-44.1%
+66.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.0% |
| 7D | -4.4% | -11.4% | +7.0% | -2.0% |
| 30D | +5.6% | -13.8% | +19.4% | +8.5% |
| 3M | +7.6% | -15.5% | +23.1% | +9.4% |
| 6M | -17.6% | +17.9% | -35.5% | -23.7% |
| YTD | +15.9% | -25.5% | +41.4% | +17.2% |
| 1Y | +22.4% | -12.1% | +34.5% | +18.6% |
| 3Y | +43.2% | -5.9% | +49.1% | +25.7% |
| All | +22.0% | -44.1% | +66.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling