+20.6%
NXPI vs MKTX
-60.5%
+81.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +1.4% | +0.7% | +0.6% | +1.3% |
| 3M | -21.5% | +40.8% | -62.3% | -26.6% |
| 6M | +19.4% | -8.0% | +27.4% | +21.7% |
| YTD | +9.9% | -8.7% | +18.7% | +12.1% |
| 1Y | +7.9% | -11.8% | +19.7% | +10.6% |
| 3Y | +22.7% | -24.0% | +46.7% | +25.2% |
| All | +20.6% | -60.5% | +81.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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