+23.3%
MDT vs NTAP
+165.5%
-142.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.3% | -0.9% |
| 7D | -3.4% | +7.4% | -10.8% | -3.6% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +14.3% | +24.6% | -10.3% | +13.5% |
| 6M | +4.0% | +105.9% | -101.9% | +0.6% |
| YTD | -3.7% | +88.5% | -92.2% | -6.4% |
| 1Y | -0.4% | +62.1% | -62.5% | -2.1% |
| 3Y | +23.3% | +169.1% | -145.7% | +13.3% |
| All | +23.3% | +165.5% | -142.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling