+194.4%
NXPI vs MLM
+199.9%
-5.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.6% |
| 7D | +1.9% | -2.9% | +4.8% | +3.5% |
| 30D | -1.4% | -6.8% | +5.4% | +2.4% |
| 3M | -29.1% | -11.2% | -17.8% | -24.8% |
| 6M | +6.2% | -21.8% | +28.0% | +20.7% |
| YTD | +5.9% | -17.0% | +22.8% | +15.5% |
| 1Y | +2.9% | -16.4% | +19.3% | +11.5% |
| 3Y | +14.5% | +14.5% | 0.0% | +3.0% |
| 5Y | +17.1% | +41.7% | -24.7% | -6.9% |
| All | +194.4% | +199.9% | -5.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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