+1,229.2%
MDT vs NTAP
+22,937.7%
-21,708.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +1.0% | +7.2% | -6.2% | +0.3% |
| 30D | +9.2% | -18.4% | +27.5% | +11.1% |
| 3M | +14.5% | -11.3% | +25.8% | +15.3% |
| 6M | +37.3% | +53.8% | -16.5% | +30.1% |
| YTD | +9.8% | +72.0% | -62.1% | +2.5% |
| 1Y | +10.5% | +68.0% | -57.5% | +3.4% |
| 3Y | +57.4% | +149.5% | -92.0% | +39.7% |
| 5Y | +1.2% | +125.6% | -124.4% | -9.8% |
| 10Y | +63.2% | +583.1% | -519.9% | +28.8% |
| All | +1,229.2% | +22,937.7% | -21,708.4% | +531.4% |
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 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