+124.8%
NTAP vs MDY
+45.8%
+78.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +12.3% | 0.0% | +12.4% | +12.4% |
| 6M | +85.1% | +8.5% | +76.6% | +71.2% |
| YTD | +74.8% | +13.2% | +61.6% | +55.7% |
| 1Y | +52.7% | +15.0% | +37.6% | +34.3% |
| 3Y | +147.7% | +49.6% | +98.1% | +72.2% |
| 5Y | +124.8% | +46.0% | +78.8% | +58.2% |
| All | +124.8% | +45.8% | +78.9% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling