+110.7%
MCK vs NTAP
+165.5%
-54.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | +0.4% |
| 7D | -2.9% | +7.4% | -10.3% | -2.6% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | +12.1% | +24.6% | -12.5% | +13.1% |
| 6M | -5.4% | +105.9% | -111.3% | -4.0% |
| YTD | +7.8% | +88.5% | -80.7% | +9.4% |
| 1Y | +22.9% | +62.1% | -39.1% | +24.4% |
| 3Y | +110.7% | +169.1% | -58.3% | +119.4% |
| All | +110.7% | +165.5% | -54.8% | +119.4% |
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