+15.8%
NXPI vs MTZ
+160.8%
-145.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -2.3% | +2.3% | -4.5% | -3.1% |
| 30D | -4.3% | -10.3% | +6.0% | -0.8% |
| 3M | -24.7% | -31.8% | +7.2% | -14.3% |
| 6M | +9.7% | -19.2% | +28.9% | +16.4% |
| YTD | +3.8% | +10.7% | -7.0% | -2.7% |
| 1Y | +1.6% | +37.5% | -35.9% | -12.8% |
| All | +15.8% | +160.8% | -145.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling