+34.1%
NXPI vs MOD
-6.2%
+40.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +27.9% | -28.7% | -6.1% |
| 7D | +6.8% | +40.4% | -33.7% | -1.0% |
| 30D | +20.0% | -14.0% | +34.0% | +22.8% |
| 3M | +14.8% | -33.3% | +48.2% | +24.1% |
| 6M | -10.5% | -51.4% | +40.9% | +3.5% |
| YTD | +23.7% | +1.6% | +22.1% | +38.1% |
| 1Y | +34.1% | +5.4% | +28.7% | +49.1% |
| All | +34.1% | -6.2% | +40.2% | +49.1% |
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