+27.8%
MMM vs NTAP
+131.3%
-103.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -0.8% | -2.6% | -3.1% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | +10.8% | +4.1% | +6.7% | +9.0% |
| 6M | +5.8% | +88.0% | -82.2% | -13.9% |
| YTD | +6.8% | +75.6% | -68.8% | -11.4% |
| 1Y | +10.4% | +58.9% | -48.5% | -5.7% |
| 3Y | +104.7% | +153.6% | -48.9% | +42.9% |
| All | +27.8% | +131.3% | -103.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling