+22.4%
NXPI vs MOD
-37.3%
+59.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.4% |
| 7D | -4.4% | -25.5% | +21.2% | +1.0% |
| 30D | +5.6% | -49.0% | +54.6% | +21.2% |
| 3M | +7.6% | -49.8% | +57.4% | +23.3% |
| 6M | -17.6% | -64.8% | +47.2% | +2.0% |
| YTD | +15.9% | -27.6% | +43.5% | +37.6% |
| 1Y | +22.4% | -35.2% | +57.6% | +47.0% |
| All | +22.4% | -37.3% | +59.7% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling