+3,421.1%
MTZ vs NTAP
+21,390.5%
-17,969.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.7% | +9.6% |
| 7D | -6.4% | -15.1% | +8.6% | -2.4% |
| 30D | -22.1% | -28.1% | +6.0% | -15.3% |
| 3M | -32.7% | -11.4% | -21.2% | -31.0% |
| 6M | -59.8% | +52.2% | -112.0% | -65.0% |
| YTD | -19.9% | +60.4% | -80.3% | -31.7% |
| 1Y | -11.5% | +51.0% | -62.5% | -23.3% |
| 3Y | +258.1% | +135.6% | +122.5% | +176.4% |
| 5Y | +85.5% | +107.5% | -22.0% | +47.5% |
| 10Y | +492.2% | +608.6% | -116.4% | +239.0% |
| All | +3,421.1% | +21,390.5% | -17,969.4% | +848.6% |
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