+210.0%
NXPI vs MKC
+29.3%
+180.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -4.2% | -3.4% | -0.8% | -3.7% |
| 3M | -20.4% | +3.8% | -24.2% | -21.4% |
| 6M | +12.5% | -17.9% | +30.4% | +16.8% |
| YTD | +5.2% | -23.6% | +28.9% | +10.8% |
| 1Y | +5.1% | -23.1% | +28.2% | +10.2% |
| 3Y | +17.7% | -31.5% | +49.2% | +26.0% |
| 5Y | +16.8% | -33.1% | +49.9% | +23.7% |
| All | +210.0% | +29.3% | +180.7% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling