+324.5%
MCK vs NTRA
+1,727.4%
-1,402.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +0.4% | +4.1% | -3.7% | +0.2% |
| 3M | +12.1% | +50.0% | -37.9% | +9.2% |
| 6M | -5.4% | +67.3% | -72.7% | -8.8% |
| YTD | +7.8% | +43.6% | -35.8% | +4.9% |
| 1Y | +22.9% | +89.2% | -66.3% | +17.5% |
| 3Y | +110.7% | +502.5% | -391.8% | +83.8% |
| 5Y | +346.2% | +173.8% | +172.4% | +300.7% |
| 10Y | +440.1% | +3,189.3% | -2,749.2% | +256.5% |
| All | +324.5% | +1,727.4% | -1,402.8% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling