+22.0%
NXPI vs MLM
+23.5%
-1.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.8% |
| 7D | -4.4% | -4.1% | -0.2% | -1.7% |
| 30D | +5.6% | +8.2% | -2.6% | +0.3% |
| 3M | +7.6% | -3.6% | +11.2% | +10.1% |
| 6M | -17.6% | -15.6% | -2.0% | -8.8% |
| YTD | +15.9% | -16.4% | +32.3% | +27.3% |
| 1Y | +22.4% | -14.3% | +36.7% | +32.0% |
| 3Y | +43.2% | +19.3% | +23.9% | +18.5% |
| All | +22.0% | +23.5% | -1.5% | -7.0% |
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