+1,710.4%
NXPI vs MKTX
+1,219.0%
+491.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | -4.3% | +1.0% | -5.3% | -4.6% |
| 3M | -24.7% | +40.8% | -65.5% | -33.6% |
| 6M | +9.7% | -10.9% | +20.6% | +11.9% |
| YTD | +3.8% | -8.6% | +12.4% | +4.8% |
| 1Y | +1.6% | -11.6% | +13.2% | +3.3% |
| 3Y | +16.0% | -24.5% | +40.6% | +18.3% |
| 5Y | +16.1% | -60.7% | +76.8% | +46.8% |
| 10Y | +211.4% | +5.1% | +206.2% | +144.0% |
| All | +1,710.4% | +1,219.0% | +491.5% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling