+2,135.9%
MCD vs NTAP
+23,420.6%
-21,284.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -0.8% | -2.1% | -2.8% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | -5.6% | +4.1% | -9.7% | -6.0% |
| 6M | -21.9% | +88.0% | -109.8% | -25.8% |
| YTD | -14.7% | +75.6% | -90.3% | -18.7% |
| 1Y | -17.3% | +58.9% | -76.2% | -20.7% |
| 3Y | -2.2% | +153.6% | -155.7% | -10.3% |
| 5Y | +20.3% | +127.6% | -107.4% | +10.7% |
| 10Y | +180.7% | +580.4% | -399.7% | +134.4% |
| All | +2,135.9% | +23,420.6% | -21,284.7% | +1,334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling