+1,921.9%
NXPI vs MOD
+861.3%
+1,060.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | -0.2% |
| 7D | -4.4% | -25.5% | +21.2% | +3.9% |
| 30D | +5.6% | -49.0% | +54.6% | +28.7% |
| 3M | +7.6% | -49.8% | +57.4% | +30.7% |
| 6M | -17.6% | -64.8% | +47.2% | +11.1% |
| YTD | +15.9% | -27.6% | +43.5% | +20.1% |
| 1Y | +22.4% | -35.2% | +57.6% | +29.6% |
| 3Y | +43.2% | +137.1% | -93.9% | -12.4% |
| 5Y | +21.4% | +760.3% | -738.9% | -55.9% |
| 10Y | +186.8% | +938.8% | -752.0% | -32.3% |
| All | +1,921.9% | +861.3% | +1,060.6% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling