+2,703.0%
MU vs NTAP
+21,390.5%
-18,687.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | -22.0% | -15.1% | -7.0% | -16.3% |
| 30D | -36.6% | -28.1% | -8.5% | -27.3% |
| 3M | -21.7% | -11.4% | -10.3% | -17.9% |
| 6M | +3.5% | +52.2% | -48.7% | -13.2% |
| YTD | +141.9% | +60.4% | +81.5% | +96.4% |
| 1Y | +189.8% | +51.0% | +138.8% | +141.6% |
| 3Y | +855.4% | +135.6% | +719.8% | +576.3% |
| 5Y | +869.2% | +107.5% | +761.6% | +626.8% |
| 10Y | +4,142.8% | +608.6% | +3,534.2% | +1,858.3% |
| All | +2,703.0% | +21,390.5% | -18,687.6% | +256.4% |
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 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