-13.9%
MP vs NTAP
+122.6%
-136.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | -1.1% |
| 7D | +2.3% | -2.4% | +4.7% | +3.4% |
| 30D | -15.3% | -23.4% | +8.1% | -4.7% |
| 3M | -33.5% | -7.5% | -26.0% | -32.0% |
| 6M | -45.5% | +56.4% | -101.9% | -58.4% |
| YTD | -27.3% | +73.6% | -100.9% | -48.3% |
| 1Y | -40.7% | +68.4% | -109.1% | -57.0% |
| 3Y | +145.9% | +150.6% | -4.7% | +18.9% |
| 5Y | -13.9% | +122.5% | -136.4% | -55.2% |
| All | -13.9% | +122.6% | -136.5% | -55.2% |
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