+1,710.4%
NXPI vs MRSH
+918.3%
+792.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.3% |
| 7D | -2.3% | -5.9% | +3.6% | +2.3% |
| 30D | -4.3% | -7.3% | +3.0% | +1.1% |
| 3M | -24.7% | +7.4% | -32.1% | -30.9% |
| 6M | +9.7% | -0.7% | +10.4% | +5.4% |
| YTD | +3.8% | -3.2% | +6.9% | +0.3% |
| 1Y | +1.6% | -10.6% | +12.2% | +4.1% |
| 3Y | +16.0% | -4.6% | +20.6% | +7.3% |
| 5Y | +16.1% | +19.3% | -3.2% | -14.5% |
| 10Y | +211.4% | +217.3% | -5.9% | -20.0% |
| All | +1,710.4% | +918.3% | +792.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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