+37.0%
MDT vs NTRA
+3,199.2%
-3,162.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +0.2% | +4.1% | -3.9% | -0.2% |
| 3M | +14.3% | +50.0% | -35.8% | +8.9% |
| 6M | +4.0% | +67.3% | -63.3% | -2.3% |
| YTD | -3.7% | +43.6% | -47.3% | -8.2% |
| 1Y | -0.4% | +89.2% | -89.6% | -7.9% |
| 3Y | +23.3% | +502.5% | -479.2% | -1.7% |
| 5Y | -18.9% | +173.8% | -192.6% | -32.6% |
| All | +37.0% | +3,199.2% | -3,162.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling