+4,029.0%
MU vs NTAP
+23,420.6%
-19,391.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.8% | +9.7% | +9.3% |
| 30D | +13.8% | -0.5% | +14.4% | +13.8% |
| 3M | +2.1% | +4.1% | -2.0% | +0.5% |
| 6M | +153.8% | +88.0% | +65.9% | +94.7% |
| YTD | +256.4% | +75.6% | +180.8% | +178.6% |
| 1Y | +719.8% | +58.9% | +660.8% | +569.3% |
| 3Y | +1,360.4% | +153.6% | +1,206.8% | +901.5% |
| 5Y | +1,312.4% | +127.6% | +1,184.8% | +918.2% |
| 10Y | +6,142.6% | +580.4% | +5,562.2% | +2,807.1% |
| All | +4,029.0% | +23,420.6% | -19,391.6% | +405.7% |
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