+2.5%
NXPI vs MULL
+2,620.5%
-2,617.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.1% |
| 7D | -2.3% | +14.8% | -17.0% | -4.6% |
| 30D | -4.3% | +36.6% | -40.9% | -10.0% |
| 3M | -24.7% | -8.9% | -15.8% | -27.9% |
| 6M | +9.7% | +311.9% | -302.2% | -24.7% |
| YTD | +3.8% | +579.8% | -576.1% | -37.6% |
| 1Y | +1.6% | +2,421.5% | -2,419.9% | -56.7% |
| All | +2.5% | +2,620.5% | -2,617.9% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling