+31.8%
MCK vs NTAP
+61.4%
-29.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | +3.6% | -0.5% | +4.2% | +3.7% |
| 3M | +20.1% | +4.1% | +16.0% | +20.8% |
| 6M | -7.0% | +88.0% | -95.0% | -7.2% |
| YTD | +11.0% | +75.6% | -64.5% | +11.9% |
| 1Y | +31.8% | +58.9% | -27.1% | +32.7% |
| All | +31.8% | +61.4% | -29.6% | +32.7% |
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