+74.8%
MTZ vs NTAP
+106.9%
-32.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.7% | +9.6% |
| 7D | -6.4% | -15.1% | +8.6% | +0.2% |
| 30D | -22.1% | -28.1% | +6.0% | -10.7% |
| 3M | -32.7% | -11.4% | -21.2% | -30.2% |
| 6M | -59.8% | +52.2% | -112.0% | -69.7% |
| YTD | -19.9% | +60.4% | -80.3% | -42.3% |
| 1Y | -11.5% | +51.0% | -62.5% | -33.9% |
| 3Y | +258.1% | +135.6% | +122.5% | +97.2% |
| All | +74.8% | +106.9% | -32.1% | -0.4% |
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