+277.5%
MP vs NTAP
+375.2%
-97.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.5% | +4.7% |
| 7D | -1.6% | -5.0% | +3.4% | +0.8% |
| 30D | -18.2% | -25.8% | +7.6% | -6.2% |
| 3M | -26.1% | -6.9% | -19.3% | -24.7% |
| 6M | -44.0% | +50.0% | -94.0% | -56.6% |
| YTD | -25.3% | +66.9% | -92.2% | -46.1% |
| 1Y | -35.6% | +58.3% | -93.8% | -52.0% |
| 3Y | +147.1% | +145.1% | +1.9% | +26.2% |
| 5Y | -11.3% | +114.2% | -125.5% | -51.7% |
| All | +277.5% | +375.2% | -97.7% | +41.1% |
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