+1,747.1%
NXPI vs MTZ
+2,144.0%
-396.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | -1.4% | -11.1% | +9.6% | +3.0% |
| 3M | -29.1% | -36.7% | +7.7% | -15.9% |
| 6M | +6.2% | -21.9% | +28.2% | +14.6% |
| YTD | +5.9% | +9.1% | -3.2% | -1.0% |
| 1Y | +2.9% | +30.0% | -27.1% | -11.1% |
| 3Y | +14.5% | +138.5% | -124.0% | -26.8% |
| 5Y | +17.1% | +158.3% | -141.3% | -30.0% |
| 10Y | +193.4% | +700.8% | -507.4% | -1.2% |
| All | +1,747.1% | +2,144.0% | -396.9% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling