+17.7%
NXPI vs MTB
+102.5%
-84.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.7% |
| 30D | -6.6% | -4.2% | -2.4% | -4.7% |
| 3M | -25.4% | +7.8% | -33.2% | -28.5% |
| 6M | +11.9% | +14.8% | -2.9% | +3.8% |
| YTD | +4.0% | +20.8% | -16.8% | -6.3% |
| 1Y | +1.0% | +23.1% | -22.1% | -10.0% |
| 3Y | +16.3% | +114.8% | -98.5% | -19.3% |
| 5Y | +17.7% | +103.3% | -85.6% | -14.2% |
| All | +17.7% | +102.5% | -84.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling