+223.9%
NXPI vs MXL
+313.4%
-89.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.1% | +2.0% |
| 7D | +3.9% | +18.9% | -15.0% | -2.1% |
| 30D | +1.4% | +0.3% | +1.1% | 0.0% |
| 3M | -21.5% | -8.0% | -13.5% | -24.7% |
| 6M | +19.4% | +341.2% | -321.8% | -43.3% |
| YTD | +9.9% | +327.8% | -317.9% | -47.5% |
| 1Y | +7.9% | +364.9% | -357.0% | -50.9% |
| 3Y | +22.7% | +229.2% | -206.5% | -47.5% |
| 5Y | +22.1% | +42.8% | -20.7% | -29.8% |
| All | +223.9% | +313.4% | -89.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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