+181.3%
MCD vs NTAP
+581.2%
-399.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.9% | +2.2% | -5.1% | -3.1% |
| 30D | -6.7% | -7.0% | +0.3% | -6.0% |
| 3M | -9.6% | +12.3% | -21.9% | -11.1% |
| 6M | -22.3% | +85.1% | -107.4% | -29.1% |
| YTD | -15.4% | +74.8% | -90.2% | -22.4% |
| 1Y | -16.8% | +52.7% | -69.5% | -22.3% |
| 3Y | -2.4% | +147.7% | -150.1% | -17.7% |
| 5Y | +19.4% | +124.8% | -105.4% | +1.0% |
| 10Y | +181.3% | +589.7% | -408.4% | +86.3% |
| All | +181.3% | +581.2% | -399.9% | +86.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling