-0.4%
MDT vs NTAP
+63.1%
-63.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.3% | -0.4% |
| 7D | -3.4% | +7.4% | -10.8% | -3.1% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +14.3% | +24.6% | -10.3% | +15.3% |
| 6M | +4.0% | +105.9% | -101.9% | +5.4% |
| YTD | -3.7% | +88.5% | -92.2% | -1.7% |
| 1Y | -0.4% | +62.1% | -62.5% | +3.4% |
| All | -0.4% | +63.1% | -63.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling