+4,697.1%
MTZ vs NTAP
+23,420.6%
-18,723.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.1% | -0.5% | -10.5% | -11.1% |
| 3M | -36.7% | +4.1% | -40.8% | -37.7% |
| 6M | -21.9% | +88.0% | -109.9% | -35.5% |
| YTD | +9.1% | +75.6% | -66.5% | -8.6% |
| 1Y | +30.0% | +58.9% | -29.0% | +11.9% |
| 3Y | +138.5% | +153.6% | -15.1% | +81.6% |
| 5Y | +158.3% | +127.6% | +30.7% | +101.5% |
| 10Y | +700.8% | +580.4% | +120.4% | +364.2% |
| All | +4,697.1% | +23,420.6% | -18,723.5% | +1,170.0% |
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