+445.3%
MP vs NTRA
+606.2%
-160.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | +0.6% | -3.4% | -3.0% |
| 30D | +13.8% | +19.5% | -5.7% | +7.7% |
| 3M | -16.7% | +47.8% | -64.5% | -26.2% |
| 6M | -11.5% | +61.6% | -73.1% | -24.6% |
| YTD | +7.9% | +43.3% | -35.3% | -5.0% |
| 1Y | -15.0% | +97.0% | -112.1% | -32.0% |
| 3Y | +153.5% | +424.9% | -271.4% | +45.2% |
| 5Y | +58.7% | +165.2% | -106.5% | +7.3% |
| All | +445.3% | +606.2% | -160.9% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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