+16.8%
NXPI vs MTZ
+156.0%
-139.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.5% |
| 30D | -4.2% | -14.8% | +10.6% | +1.8% |
| 3M | -20.4% | -30.8% | +10.4% | -9.1% |
| 6M | +12.5% | -22.6% | +35.1% | +21.7% |
| YTD | +5.2% | +6.8% | -1.6% | -1.2% |
| 1Y | +5.1% | +22.1% | -17.0% | -7.2% |
| 3Y | +17.7% | +153.1% | -135.4% | -27.2% |
| 5Y | +16.8% | +161.4% | -144.6% | -34.7% |
| All | +16.8% | +156.0% | -139.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling