+68.1%
NTAP vs MDY
+17.5%
+50.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.3% |
| 7D | -16.1% | +1.7% | -17.8% | -17.5% |
| 30D | -15.9% | +1.2% | -17.1% | -16.9% |
| 3M | -1.2% | -3.5% | +2.2% | +2.3% |
| 6M | +70.1% | +3.5% | +66.5% | +64.7% |
| YTD | +77.9% | +13.6% | +64.3% | +57.0% |
| 1Y | +68.1% | +17.1% | +51.1% | +43.7% |
| All | +68.1% | +17.5% | +50.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling