+642.2%
MPC vs NTAP
+128.6%
+513.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | +31.0% | -0.5% | +31.5% | +31.1% |
| 3M | +46.0% | +4.1% | +42.0% | +43.9% |
| 6M | +77.3% | +88.0% | -10.6% | +44.5% |
| YTD | +141.9% | +75.6% | +66.3% | +100.7% |
| 1Y | +120.9% | +58.9% | +62.0% | +88.7% |
| 3Y | +182.7% | +153.6% | +29.1% | +93.0% |
| All | +642.2% | +128.6% | +513.6% | +409.9% |
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