+625.8%
NTAP vs MDY
+177.2%
+448.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.8% |
| 7D | +7.4% | -1.9% | +9.2% | +9.4% |
| 30D | -1.4% | -4.6% | +3.3% | +3.3% |
| 3M | +24.6% | -1.2% | +25.8% | +26.2% |
| 6M | +105.9% | +9.2% | +96.7% | +89.0% |
| YTD | +88.5% | +13.1% | +75.5% | +67.8% |
| 1Y | +62.1% | +13.0% | +49.1% | +44.6% |
| 3Y | +169.1% | +49.2% | +119.8% | +84.1% |
| 5Y | +141.9% | +47.2% | +94.6% | +66.3% |
| All | +625.8% | +177.2% | +448.6% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling