+215.0%
NXPI vs MOD
+822.6%
-607.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +9.4% | +16.1% | -6.7% | +5.1% |
| 30D | +18.1% | -38.5% | +56.6% | +32.2% |
| 3M | +15.0% | -46.8% | +61.9% | +32.9% |
| 6M | -8.4% | -61.6% | +53.2% | +14.4% |
| YTD | +24.8% | -20.5% | +45.3% | +26.3% |
| 1Y | +33.3% | -28.0% | +61.3% | +37.1% |
| 3Y | +51.0% | +134.9% | -83.9% | +4.7% |
| 5Y | +34.5% | +833.2% | -798.6% | -38.0% |
| All | +215.0% | +822.6% | -607.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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