+78.1%
MMM vs NTAP
+600.9%
-522.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -0.8% | +9.9% | -10.7% | -3.4% |
| 30D | +14.4% | -22.1% | +36.6% | +21.9% |
| 3M | +1.8% | -7.7% | +9.5% | +2.8% |
| 6M | +31.3% | +60.9% | -29.7% | +9.8% |
| YTD | +18.0% | +76.4% | -58.5% | -4.8% |
| 1Y | +10.9% | +69.3% | -58.5% | -9.5% |
| 3Y | +160.6% | +154.6% | +6.0% | +79.2% |
| 5Y | +44.5% | +131.4% | -87.0% | +0.7% |
| All | +78.1% | +600.9% | -522.8% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling