+1,747.1%
NXPI vs MDT
+270.5%
+1,476.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.5% |
| 7D | +1.9% | +3.2% | -1.3% | -0.2% |
| 30D | -1.4% | +9.5% | -10.9% | -7.4% |
| 3M | -29.1% | +16.0% | -45.0% | -36.8% |
| 6M | +6.2% | +0.2% | +6.0% | +3.7% |
| YTD | +5.9% | -0.3% | +6.1% | +3.3% |
| 1Y | +2.9% | +4.7% | -1.8% | -3.6% |
| 3Y | +14.5% | +26.5% | -12.0% | -8.3% |
| 5Y | +17.1% | -18.2% | +35.2% | +27.3% |
| 10Y | +193.4% | +40.0% | +153.3% | +104.1% |
| All | +1,747.1% | +270.5% | +1,476.6% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling