+1,017.5%
MDB vs NTAP
+419.5%
+597.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | -4.5% | +2.2% | -6.7% | -5.6% |
| 30D | -14.0% | -7.0% | -7.0% | -11.1% |
| 3M | +5.3% | +12.3% | -7.0% | -0.8% |
| 6M | +31.9% | +85.1% | -53.2% | -4.1% |
| YTD | -14.6% | +74.8% | -89.4% | -36.3% |
| 1Y | +8.2% | +52.7% | -44.4% | -13.9% |
| 3Y | -5.0% | +147.7% | -152.7% | -41.4% |
| 5Y | -24.5% | +124.8% | -149.3% | -51.8% |
| All | +1,017.5% | +419.5% | +597.9% | +476.0% |
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