+23.3%
NXPI vs MULL
+1,303.2%
-1,279.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | +9.4% | +43.3% | -33.9% | +2.6% |
| 30D | +18.1% | -37.4% | +55.5% | +24.3% |
| 3M | +15.0% | -36.8% | +51.9% | +19.1% |
| 6M | -8.4% | -36.9% | +28.4% | -12.6% |
| YTD | +24.8% | +250.7% | -225.9% | -19.1% |
| 1Y | +33.3% | +337.6% | -304.3% | -19.3% |
| All | +23.3% | +1,303.2% | -1,279.9% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling