+144.0%
MP vs NTAP
+144.3%
-0.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +1.8% |
| 7D | -3.6% | -7.8% | +4.1% | -1.3% |
| 30D | -21.0% | -25.8% | +4.8% | -14.2% |
| 3M | -33.3% | -11.2% | -22.1% | -31.3% |
| 6M | -45.9% | +49.9% | -95.9% | -53.1% |
| YTD | -27.8% | +66.9% | -94.7% | -40.0% |
| 1Y | -43.2% | +58.8% | -102.0% | -51.8% |
| 3Y | +144.0% | +140.8% | +3.2% | +79.4% |
| All | +144.0% | +144.3% | -0.2% | +79.4% |
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