+267.3%
MP vs NTRA
+588.2%
-320.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | 0.0% |
| 7D | +2.3% | -18.2% | +20.5% | +7.8% |
| 30D | -15.3% | -19.6% | +4.3% | -10.3% |
| 3M | -33.5% | +2.3% | -35.8% | -34.5% |
| 6M | -45.5% | +60.6% | -106.1% | -53.6% |
| YTD | -27.3% | +39.6% | -66.9% | -36.1% |
| 1Y | -40.7% | +54.7% | -95.4% | -49.4% |
| 3Y | +145.9% | +584.3% | -438.4% | +30.0% |
| 5Y | -13.9% | +182.5% | -196.4% | -43.7% |
| All | +267.3% | +588.2% | -320.9% | +109.9% |
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