+1,890.5%
NXPI vs MLM
+668.7%
+1,221.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.2% | -2.6% | -4.8% |
| 7D | -8.1% | -1.2% | -6.9% | -7.4% |
| 30D | 0.0% | +7.9% | -7.9% | -4.3% |
| 3M | +6.2% | -4.5% | +10.7% | +9.0% |
| 6M | -15.7% | -12.6% | -3.1% | -9.6% |
| YTD | +14.1% | -14.9% | +29.0% | +23.3% |
| 1Y | +18.2% | -13.1% | +31.3% | +26.1% |
| 3Y | +42.0% | +21.2% | +20.8% | +23.6% |
| 5Y | +19.5% | +32.0% | -12.5% | -2.0% |
| 10Y | +182.3% | +195.3% | -13.0% | +32.9% |
| All | +1,890.5% | +668.7% | +1,221.8% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling