+1,107.0%
MDT vs NTAP
+23,420.6%
-22,313.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +9.5% | -0.5% | +10.1% | +9.5% |
| 3M | +16.0% | +4.1% | +11.9% | +15.2% |
| 6M | +0.2% | +88.0% | -87.7% | -6.7% |
| YTD | -0.3% | +75.6% | -75.8% | -6.6% |
| 1Y | +4.7% | +58.9% | -54.2% | -1.1% |
| 3Y | +26.5% | +153.6% | -127.0% | +12.6% |
| 5Y | -18.2% | +127.6% | -145.8% | -26.8% |
| 10Y | +40.0% | +580.4% | -540.4% | +11.0% |
| All | +1,107.0% | +23,420.6% | -22,313.6% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling