+149.4%
NTAP vs MDY
+48.7%
+100.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.3% |
| 7D | +2.2% | -0.8% | +3.0% | +3.0% |
| 30D | -7.0% | -3.9% | -3.2% | -3.3% |
| 3M | +12.3% | 0.0% | +12.4% | +12.4% |
| 6M | +85.1% | +8.5% | +76.6% | +70.5% |
| YTD | +74.8% | +13.2% | +61.6% | +54.7% |
| 1Y | +52.7% | +15.0% | +37.6% | +33.3% |
| All | +149.4% | +48.7% | +100.7% | +75.8% |
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