-24.5%
MDB vs NTAP
+135.7%
-160.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.7% |
| 7D | -18.0% | +3.3% | -21.3% | -19.6% |
| 30D | -10.7% | -0.2% | -10.5% | -10.8% |
| 3M | +1.0% | +11.4% | -10.4% | -6.5% |
| 6M | +31.6% | +88.7% | -57.1% | -17.5% |
| YTD | -15.2% | +78.9% | -94.1% | -45.1% |
| 1Y | +10.1% | +58.8% | -48.7% | -22.5% |
| 3Y | -5.6% | +153.5% | -159.2% | -58.5% |
| 5Y | -24.5% | +136.7% | -161.3% | -66.3% |
| All | -24.5% | +135.7% | -160.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling