+1,570.2%
MMM vs NTAP
+22,254.3%
-20,684.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | -7.8% | +14.7% | +7.9% |
| 30D | +18.4% | -25.8% | +44.2% | +22.4% |
| 3M | +4.5% | -11.2% | +15.7% | +5.5% |
| 6M | +33.4% | +49.9% | -16.5% | +25.7% |
| YTD | +20.0% | +66.9% | -46.9% | +11.4% |
| 1Y | +15.0% | +58.8% | -43.8% | +7.4% |
| 3Y | +165.0% | +140.8% | +24.2% | +133.5% |
| 5Y | +47.9% | +115.0% | -67.1% | +31.5% |
| 10Y | +79.6% | +570.8% | -491.2% | +39.7% |
| All | +1,570.2% | +22,254.3% | -20,684.1% | +873.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling