+22.0%
NXPI vs MOD
+748.9%
-726.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | 0.0% |
| 7D | -4.4% | -25.5% | +21.2% | +2.7% |
| 30D | +5.6% | -49.0% | +54.6% | +25.6% |
| 3M | +7.6% | -49.8% | +57.4% | +27.6% |
| 6M | -17.6% | -64.8% | +47.2% | +7.3% |
| YTD | +15.9% | -27.6% | +43.5% | +20.6% |
| 1Y | +22.4% | -35.2% | +57.6% | +29.8% |
| 3Y | +43.2% | +137.1% | -93.9% | -9.5% |
| All | +22.0% | +748.9% | -726.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling