+445.3%
MP vs NTAP
+399.8%
+45.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | +13.8% | -0.5% | +14.4% | +13.9% |
| 3M | -16.7% | +4.1% | -20.8% | -18.7% |
| 6M | -11.5% | +88.0% | -99.4% | -38.5% |
| YTD | +7.9% | +75.6% | -67.6% | -22.9% |
| 1Y | -15.0% | +58.9% | -74.0% | -35.9% |
| 3Y | +153.5% | +153.6% | -0.1% | +30.0% |
| 5Y | +58.7% | +127.6% | -69.0% | -14.8% |
| All | +445.3% | +399.8% | +45.5% | +101.7% |
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