-2.3%
MDB vs NTAP
+148.5%
-150.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | -0.8% | -16.7% | -17.1% |
| 30D | -2.0% | -0.5% | -1.5% | -1.9% |
| 3M | -3.0% | +4.1% | -7.1% | -5.2% |
| 6M | +48.7% | +88.0% | -39.3% | +4.7% |
| YTD | -12.1% | +75.6% | -87.7% | -36.0% |
| 1Y | +14.5% | +58.9% | -44.4% | -12.0% |
| All | -2.3% | +148.5% | -150.8% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling