-3.9%
MCD vs NTAP
+66.6%
-70.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +6.4% |
| 7D | +11.9% | -16.1% | +28.0% | +10.8% |
| 30D | +20.2% | -15.9% | +36.2% | +19.1% |
| 3M | +5.2% | -1.2% | +6.4% | +4.9% |
| 6M | 0.0% | +70.1% | -70.1% | +0.7% |
| YTD | -6.5% | +77.9% | -84.5% | -6.2% |
| 1Y | -3.9% | +68.1% | -72.1% | -4.1% |
| All | -3.9% | +66.6% | -70.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling