+1,747.1%
NXPI vs MDY
+505.8%
+1,241.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -1.4% | -1.5% | +0.1% | +0.6% |
| 3M | -29.1% | +0.8% | -29.8% | -29.3% |
| 6M | +6.2% | +7.4% | -1.2% | -2.8% |
| YTD | +5.9% | +15.2% | -9.3% | -11.9% |
| 1Y | +2.9% | +16.5% | -13.7% | -15.5% |
| 3Y | +14.5% | +46.8% | -32.3% | -29.6% |
| 5Y | +17.1% | +46.0% | -29.0% | -25.8% |
| 10Y | +193.4% | +172.1% | +21.3% | -23.0% |
| All | +1,747.1% | +505.8% | +1,241.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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