+935.2%
MDB vs NTAP
+396.1%
+539.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.0% | -7.8% | +6.7% | +2.8% |
| 30D | -14.0% | -25.8% | +11.8% | -0.9% |
| 3M | -20.3% | -11.2% | -9.1% | -16.4% |
| 6M | +10.9% | +49.9% | -39.1% | -11.1% |
| YTD | -20.9% | +66.9% | -87.8% | -40.1% |
| 1Y | -11.2% | +58.8% | -70.1% | -31.0% |
| 3Y | -11.9% | +140.8% | -152.7% | -45.3% |
| 5Y | -40.2% | +115.0% | -155.2% | -61.2% |
| All | +935.2% | +396.1% | +539.1% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling