+53.8%
MMM vs NTAP
+583.2%
-529.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.5% |
| 30D | -8.0% | -0.2% | -7.8% | -8.1% |
| 3M | +9.4% | +11.4% | -2.0% | +5.3% |
| 6M | +10.2% | +88.7% | -78.4% | -11.6% |
| YTD | +6.1% | +78.9% | -72.8% | -13.7% |
| 1Y | +10.8% | +58.8% | -48.0% | -6.5% |
| 3Y | +104.8% | +153.5% | -48.8% | +43.1% |
| 5Y | +27.0% | +136.7% | -109.7% | -11.0% |
| 10Y | +53.8% | +590.2% | -536.4% | -22.0% |
| All | +53.8% | +583.2% | -529.4% | -22.0% |
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