+210.0%
NXPI vs MTB
+172.9%
+37.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -4.2% | -4.6% | +0.4% | -2.2% |
| 3M | -20.4% | +7.4% | -27.9% | -23.3% |
| 6M | +12.5% | +18.7% | -6.2% | +3.6% |
| YTD | +5.2% | +21.1% | -15.8% | -4.3% |
| 1Y | +5.1% | +24.1% | -19.0% | -5.5% |
| 3Y | +17.7% | +115.3% | -97.7% | -16.9% |
| 5Y | +16.8% | +106.0% | -89.2% | -18.1% |
| All | +210.0% | +172.9% | +37.1% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling