+41.0%
NXPI vs MOD
+116.8%
-75.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.3% | -0.5% | -5.9% |
| 7D | -8.1% | -34.2% | +26.0% | +1.4% |
| 30D | 0.0% | -51.9% | +51.9% | +19.4% |
| 3M | +6.2% | -53.0% | +59.3% | +26.8% |
| 6M | -15.7% | -66.4% | +50.6% | +9.3% |
| YTD | +14.1% | -31.5% | +45.6% | +21.3% |
| 1Y | +18.2% | -39.6% | +57.8% | +28.5% |
| All | +41.0% | +116.8% | -75.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling