+31.8%
MCK vs NTRA
+96.0%
-64.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.4% |
| 7D | +1.7% | +0.6% | +1.2% | +1.8% |
| 30D | +3.6% | +19.5% | -15.9% | +4.6% |
| 3M | +20.1% | +47.8% | -27.7% | +21.8% |
| 6M | -7.0% | +61.6% | -68.7% | -5.2% |
| YTD | +11.0% | +43.3% | -32.2% | +13.7% |
| 1Y | +31.8% | +97.0% | -65.2% | +46.7% |
| All | +31.8% | +96.0% | -64.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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