+37.0%
MDT vs NTAP
+650.8%
-613.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.3% | -2.3% |
| 7D | -3.4% | +7.4% | -10.8% | -4.8% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +14.3% | +24.6% | -10.3% | +9.0% |
| 6M | +4.0% | +105.9% | -101.9% | -11.8% |
| YTD | -3.7% | +88.5% | -92.2% | -17.0% |
| 1Y | -0.4% | +62.1% | -62.5% | -11.4% |
| 3Y | +23.3% | +169.1% | -145.7% | -6.7% |
| 5Y | -18.9% | +141.9% | -160.7% | -38.0% |
| All | +37.0% | +650.8% | -613.8% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling