+10.5%
MCD vs NTAP
+135.3%
-124.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.1% | -15.1% | +22.2% | +6.8% |
| 30D | +19.8% | -28.1% | +47.8% | +19.1% |
| 3M | +0.8% | -11.4% | +12.2% | +0.4% |
| 6M | -1.3% | +52.2% | -53.5% | -2.1% |
| YTD | -7.8% | +60.4% | -68.2% | -8.6% |
| 1Y | -5.0% | +51.0% | -56.0% | -5.8% |
| 3Y | +10.5% | +135.6% | -125.0% | +9.6% |
| All | +10.5% | +135.3% | -124.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling