+223.9%
NXPI vs MO
+114.7%
+109.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | +1.4% | +7.1% | -5.8% | -0.2% |
| 3M | -21.5% | -2.0% | -19.6% | -21.7% |
| 6M | +19.4% | +7.3% | +12.1% | +16.0% |
| YTD | +9.9% | +23.5% | -13.5% | +2.7% |
| 1Y | +7.9% | +11.0% | -3.1% | +3.3% |
| 3Y | +22.7% | +95.0% | -72.3% | -4.4% |
| 5Y | +22.1% | +100.6% | -78.6% | -7.3% |
| All | +223.9% | +114.7% | +109.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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