+33.3%
NXPI vs MOD
-30.7%
+64.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +9.4% | +16.1% | -6.7% | +5.8% |
| 30D | +18.1% | -38.5% | +56.6% | +30.1% |
| 3M | +15.0% | -46.8% | +61.9% | +30.4% |
| 6M | -8.4% | -61.6% | +53.2% | +11.3% |
| YTD | +24.8% | -20.5% | +45.3% | +45.4% |
| 1Y | +33.3% | -28.0% | +61.3% | +57.1% |
| All | +33.3% | -30.7% | +64.0% | +57.1% |
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