+22.4%
NXPI vs MLM
-14.5%
+36.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -4.4% | -4.1% | -0.2% | -2.3% |
| 30D | +5.6% | +8.2% | -2.6% | +2.1% |
| 3M | +7.6% | -3.6% | +11.2% | +9.1% |
| 6M | -17.6% | -15.6% | -2.0% | -12.4% |
| YTD | +15.9% | -16.4% | +32.3% | +18.1% |
| 1Y | +22.4% | -14.3% | +36.7% | +24.2% |
| All | +22.4% | -14.5% | +36.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling