-18.3%
MDT vs NTAP
+122.8%
-141.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +1.0% | -7.5% | +8.5% | +1.8% |
| 3M | +15.2% | +14.6% | +0.6% | +13.2% |
| 6M | +3.7% | +91.0% | -87.3% | -5.9% |
| YTD | -3.0% | +73.7% | -76.7% | -10.8% |
| 1Y | +2.5% | +51.2% | -48.8% | -3.7% |
| 3Y | +26.5% | +146.1% | -119.7% | +2.3% |
| 5Y | -18.3% | +122.8% | -141.1% | -33.2% |
| All | -18.3% | +122.8% | -141.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling