+149.5%
NTAP vs MDY
+56.8%
+92.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +7.2% | +2.3% | +4.9% | +4.7% |
| 30D | -18.4% | +2.0% | -20.4% | -19.7% |
| 3M | -11.3% | -5.6% | -5.7% | -5.6% |
| 6M | +53.8% | +1.3% | +52.5% | +52.6% |
| YTD | +72.0% | +12.3% | +59.6% | +53.7% |
| 1Y | +68.0% | +15.8% | +52.2% | +45.7% |
| 3Y | +149.5% | +56.5% | +93.0% | +75.3% |
| All | +149.5% | +56.8% | +92.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling