+110.7%
MCK vs NTRA
+507.7%
-396.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +0.4% | +4.1% | -3.7% | +0.5% |
| 3M | +12.1% | +50.0% | -37.9% | +12.9% |
| 6M | -5.4% | +67.3% | -72.7% | -4.6% |
| YTD | +7.8% | +43.6% | -35.8% | +8.7% |
| 1Y | +22.9% | +89.2% | -66.3% | +24.6% |
| 3Y | +110.7% | +502.5% | -391.8% | +125.0% |
| All | +110.7% | +507.7% | -396.9% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling