+57.4%
MDT vs NTAP
+148.4%
-91.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.8% |
| 7D | +1.0% | +7.2% | -6.2% | +1.0% |
| 30D | +9.2% | -18.4% | +27.5% | +9.2% |
| 3M | +14.5% | -11.3% | +25.8% | +14.4% |
| 6M | +37.3% | +53.8% | -16.5% | +34.4% |
| YTD | +9.8% | +72.0% | -62.1% | +6.8% |
| 1Y | +10.5% | +68.0% | -57.5% | +7.6% |
| 3Y | +57.4% | +149.5% | -92.0% | +48.9% |
| All | +57.4% | +148.4% | -91.0% | +48.9% |
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 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