+33.9%
NXPI vs MLM
+29.9%
+3.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | -0.5% | -2.9% | +2.4% | +1.5% |
| 30D | +15.0% | +10.4% | +4.5% | +7.8% |
| 3M | +12.6% | -3.7% | +16.3% | +15.2% |
| 6M | -10.6% | -10.3% | -0.3% | -5.0% |
| YTD | +22.1% | -14.8% | +36.9% | +32.5% |
| 1Y | +29.8% | -13.9% | +43.6% | +39.6% |
| 3Y | +47.8% | +18.4% | +29.4% | +23.2% |
| 5Y | +33.9% | +31.8% | +2.0% | -0.1% |
| All | +33.9% | +29.9% | +3.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling