+20.6%
NXPI vs MOH
-19.7%
+40.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +4.3% |
| 7D | +3.9% | +1.7% | +2.1% | +3.7% |
| 30D | +1.4% | -0.9% | +2.3% | +1.4% |
| 3M | -21.5% | +5.7% | -27.2% | -22.2% |
| 6M | +19.4% | +39.1% | -19.7% | +15.4% |
| YTD | +9.9% | +17.7% | -7.7% | +7.3% |
| 1Y | +7.9% | +8.4% | -0.5% | +5.6% |
| 3Y | +22.7% | -36.6% | +59.2% | +21.8% |
| All | +20.6% | -19.7% | +40.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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