+34.8%
NXPI vs MDT
-2.6%
+37.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | +19.7% | +10.5% | +9.1% | +15.2% |
| 3M | +14.5% | +13.0% | +1.6% | +9.0% |
| 6M | -11.2% | +38.7% | -49.9% | -23.4% |
| YTD | +25.8% | +8.5% | +17.3% | +22.0% |
| 1Y | +35.2% | +10.0% | +25.2% | +29.6% |
| 3Y | +52.3% | +58.6% | -6.4% | +18.7% |
| 5Y | +34.8% | -0.3% | +35.1% | +27.8% |
| All | +34.8% | -2.6% | +37.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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