+31.9%
NXPI vs MULL
+444.9%
-412.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.8% | +14.6% | +2.6% |
| 7D | +5.3% | -35.9% | +41.2% | +11.0% |
| 30D | +9.5% | -47.3% | +56.9% | +17.9% |
| 3M | +12.0% | -30.6% | +42.6% | +15.0% |
| 6M | -8.1% | +13.7% | -21.8% | -14.6% |
| YTD | +23.7% | +272.1% | -248.4% | -2.0% |
| 1Y | +31.9% | +475.1% | -443.1% | 0.0% |
| All | +31.9% | +444.9% | -412.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling