+1,049.8%
MDB vs NTAP
+421.9%
+627.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 6M | +48.7% | +88.0% | -39.3% | +7.4% |
| YTD | -12.1% | +75.6% | -87.7% | -34.6% |
| 1Y | +14.5% | +58.9% | -44.4% | -10.6% |
| 3Y | -6.1% | +153.6% | -159.7% | -42.7% |
| 5Y | -27.3% | +127.6% | -155.0% | -53.8% |
| All | +1,049.8% | +421.9% | +627.9% | +491.8% |
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