+1,747.1%
NXPI vs MXL
+447.9%
+1,299.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | -0.5% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | -1.4% | -7.0% | +5.6% | -0.4% |
| 3M | -29.1% | -33.4% | +4.4% | -24.3% |
| 6M | +6.2% | +260.2% | -254.0% | -44.1% |
| YTD | +5.9% | +260.0% | -254.1% | -44.6% |
| 1Y | +2.9% | +303.5% | -300.6% | -49.0% |
| 3Y | +14.5% | +160.4% | -145.9% | -44.1% |
| 5Y | +17.1% | +14.7% | +2.4% | -26.4% |
| 10Y | +193.4% | +215.6% | -22.2% | +12.5% |
| All | +1,747.1% | +447.9% | +1,299.1% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling