-4.8%
MDB vs NTAP
+65.9%
-70.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.6% |
| 7D | +6.8% | +7.2% | -0.4% | +3.8% |
| 30D | -6.2% | -18.4% | +12.2% | +1.7% |
| 3M | -29.2% | -11.3% | -17.9% | -25.6% |
| 6M | +10.3% | +53.8% | -43.5% | -9.0% |
| YTD | -20.4% | +72.0% | -92.3% | -39.2% |
| 1Y | -4.8% | +68.0% | -72.9% | -25.4% |
| All | -4.8% | +65.9% | -70.7% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling