+127.0%
MP vs NTAP
+135.3%
-8.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | -10.5% | -15.1% | +4.5% | -6.3% |
| 30D | -23.5% | -28.1% | +4.5% | -16.3% |
| 3M | -25.4% | -11.4% | -14.0% | -23.2% |
| 6M | -51.3% | +52.2% | -103.5% | -58.0% |
| YTD | -29.9% | +60.4% | -90.3% | -41.0% |
| 1Y | -31.8% | +51.0% | -82.8% | -41.3% |
| 3Y | +127.0% | +135.6% | -8.6% | +68.4% |
| All | +127.0% | +135.3% | -8.3% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling