+427.0%
MCK vs NTAP
+650.8%
-223.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -1.4% |
| 7D | -2.9% | +7.4% | -10.3% | -4.2% |
| 30D | +0.4% | -1.4% | +1.8% | +0.5% |
| 3M | +12.1% | +24.6% | -12.5% | +7.3% |
| 6M | -5.4% | +105.9% | -111.3% | -18.9% |
| YTD | +7.8% | +88.5% | -80.7% | -6.2% |
| 1Y | +22.9% | +62.1% | -39.1% | +10.1% |
| 3Y | +110.7% | +169.1% | -58.3% | +60.8% |
| 5Y | +346.2% | +141.9% | +204.3% | +244.2% |
| All | +427.0% | +650.8% | -223.8% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling