+16.8%
NXPI vs MXL
+29.7%
-12.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.3% |
| 7D | +0.7% | +16.6% | -16.0% | -3.8% |
| 30D | -4.2% | +0.5% | -4.7% | -5.4% |
| 3M | -20.4% | -3.6% | -16.8% | -24.2% |
| 6M | +12.5% | +328.0% | -315.5% | -40.5% |
| YTD | +5.2% | +297.8% | -292.6% | -43.2% |
| 1Y | +5.1% | +339.4% | -334.3% | -45.9% |
| 3Y | +17.7% | +201.7% | -184.1% | -42.0% |
| 5Y | +16.8% | +32.8% | -15.9% | -18.9% |
| All | +16.8% | +29.7% | -12.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling