+50.0%
NXPI vs MOD
+148.6%
-98.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.9% | -6.6% | +0.7% |
| 7D | -0.3% | -13.9% | +13.6% | +2.6% |
| 30D | +12.7% | -41.5% | +54.2% | +27.9% |
| 3M | +7.5% | -45.7% | +53.2% | +23.5% |
| 6M | -12.3% | -61.1% | +48.8% | +9.4% |
| YTD | +19.7% | -20.5% | +40.2% | +22.4% |
| 1Y | +27.6% | -32.1% | +59.7% | +34.7% |
| 3Y | +50.0% | +146.5% | -96.5% | -10.8% |
| All | +50.0% | +148.6% | -98.6% | -10.8% |
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