+194.4%
NXPI vs MOD
+1,642.7%
-1,448.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.1% |
| 7D | +1.9% | +9.6% | -7.7% | -0.6% |
| 30D | -1.4% | 0.0% | -1.5% | -1.7% |
| 3M | -29.1% | -35.4% | +6.3% | -20.9% |
| 6M | +6.2% | -7.3% | +13.5% | +6.7% |
| YTD | +5.9% | +45.8% | -39.9% | -6.7% |
| 1Y | +2.9% | +43.1% | -40.3% | -10.3% |
| 3Y | +14.5% | +297.7% | -283.2% | -29.5% |
| 5Y | +17.1% | +1,478.8% | -1,461.7% | -51.8% |
| All | +194.4% | +1,642.7% | -1,448.3% | +3.0% |
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