-7.2%
MTZ vs NTAP
+70.2%
-77.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +16.5% | +9.9% | +6.6% | +15.2% |
| 30D | -10.2% | -22.1% | +11.9% | -8.3% |
| 3M | -34.2% | -7.7% | -26.5% | -33.9% |
| 6M | -56.0% | +60.9% | -116.9% | -57.8% |
| YTD | -14.8% | +76.4% | -91.3% | -19.0% |
| 1Y | -7.2% | +69.3% | -76.6% | -8.2% |
| All | -7.2% | +70.2% | -77.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling