+1,890.5%
NXPI vs MOD
+809.4%
+1,081.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.3% | -0.5% | -5.5% |
| 7D | -8.1% | -34.2% | +26.0% | +3.8% |
| 30D | 0.0% | -51.9% | +51.9% | +24.2% |
| 3M | +6.2% | -53.0% | +59.3% | +31.8% |
| 6M | -15.7% | -66.4% | +50.6% | +15.3% |
| YTD | +14.1% | -31.5% | +45.6% | +20.4% |
| 1Y | +18.2% | -39.6% | +57.8% | +28.1% |
| 3Y | +42.0% | +116.8% | -74.8% | -10.6% |
| 5Y | +19.5% | +713.8% | -694.3% | -55.8% |
| 10Y | +182.3% | +882.7% | -700.3% | -32.1% |
| All | +1,890.5% | +809.4% | +1,081.2% | +361.5% |
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