+212.4%
NXPI vs MKC
+25.8%
+186.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +6.8% | -3.0% | +9.7% | +7.3% |
| 30D | +20.0% | +4.8% | +15.2% | +18.9% |
| 3M | +14.8% | -12.8% | +27.7% | +17.3% |
| 6M | -10.5% | +5.0% | -15.5% | -12.3% |
| YTD | +23.7% | -29.1% | +52.8% | +31.7% |
| 1Y | +34.1% | -26.4% | +60.5% | +41.3% |
| 3Y | +51.2% | -21.6% | +72.9% | +55.5% |
| 5Y | +33.4% | -35.2% | +68.7% | +41.2% |
| All | +212.4% | +25.8% | +186.6% | +204.7% |
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