+272.3%
MTZ vs NTAP
+148.4%
+123.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.3% |
| 7D | +5.0% | +7.2% | -2.2% | +2.3% |
| 30D | -6.0% | -18.4% | +12.4% | +0.9% |
| 3M | -36.1% | -11.3% | -24.8% | -33.9% |
| 6M | -56.9% | +53.8% | -110.6% | -66.6% |
| YTD | -15.9% | +72.0% | -87.9% | -39.9% |
| 1Y | -3.8% | +68.0% | -71.9% | -30.3% |
| 3Y | +272.3% | +149.5% | +122.8% | +99.8% |
| All | +272.3% | +148.4% | +123.8% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling