+2,968.0%
MPC vs NTAP
+355.6%
+2,612.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -16.2% | -15.1% | -1.1% | -10.6% |
| 30D | -15.7% | -28.1% | +12.4% | -4.7% |
| 3M | +24.9% | -11.4% | +36.3% | +29.1% |
| 6M | +52.7% | +52.2% | +0.4% | +22.0% |
| YTD | +131.9% | +60.4% | +71.4% | +79.6% |
| 1Y | +96.6% | +51.0% | +45.6% | +56.1% |
| 3Y | +163.8% | +135.6% | +28.2% | +61.0% |
| 5Y | +533.1% | +107.5% | +425.6% | +300.1% |
| 10Y | +1,118.6% | +608.6% | +510.0% | +321.0% |
| All | +2,968.0% | +355.6% | +2,612.4% | +1,111.2% |
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 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