+19.5%
NXPI vs MP
-13.9%
+33.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.0% | -1.7% | -6.5% |
| 7D | -8.1% | -19.0% | +10.9% | -4.1% |
| 30D | 0.0% | -30.5% | +30.5% | +7.6% |
| 3M | +6.2% | -29.6% | +35.8% | +13.4% |
| 6M | -15.7% | -50.4% | +34.7% | -4.1% |
| YTD | +14.1% | -33.2% | +47.3% | +20.0% |
| 1Y | +18.2% | -38.6% | +56.8% | +25.3% |
| 3Y | +42.0% | +105.5% | -63.5% | -6.7% |
| 5Y | +19.5% | -7.8% | +27.3% | +0.5% |
| All | +19.5% | -13.9% | +33.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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