-3.5%
MCD vs NTAP
+56.4%
-59.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +2.0% |
| 7D | +5.9% | -5.0% | +10.9% | +5.6% |
| 30D | +19.6% | -25.8% | +45.4% | +17.7% |
| 3M | +3.3% | -6.9% | +10.2% | +2.6% |
| 6M | +3.5% | +50.0% | -46.5% | +4.1% |
| YTD | -6.1% | +66.9% | -73.1% | -5.7% |
| All | -3.5% | +56.4% | -59.9% | -4.0% |
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