-18.2%
MDT vs NTRA
+172.0%
-190.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 6M | +4.0% | +67.3% | -63.3% | -1.2% |
| YTD | -3.7% | +43.6% | -47.3% | -7.4% |
| 1Y | -0.4% | +89.2% | -89.6% | -6.5% |
| 3Y | +23.3% | +502.5% | -479.2% | +2.9% |
| All | -18.2% | +172.0% | -190.2% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling