+15.2%
NXPI vs MKC
-33.4%
+48.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -2.3% | -4.3% | +2.0% | -1.9% |
| 30D | -4.3% | -3.1% | -1.2% | -4.1% |
| 3M | -24.7% | +6.8% | -31.5% | -25.4% |
| 6M | +9.7% | -18.3% | +28.1% | +13.5% |
| YTD | +3.8% | -23.1% | +26.8% | +8.4% |
| 1Y | +1.6% | -23.7% | +25.3% | +6.2% |
| 3Y | +16.0% | -31.0% | +47.0% | +23.6% |
| All | +15.2% | -33.4% | +48.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling