+127.9%
NTAP vs MDY
+34.6%
+93.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +7.2% | +2.3% | +4.9% | +4.9% |
| 30D | -18.4% | +2.0% | -20.4% | -19.6% |
| 3M | -11.3% | -5.6% | -5.7% | -6.0% |
| 6M | +53.8% | +1.3% | +52.5% | +52.7% |
| YTD | +72.0% | +12.3% | +59.6% | +55.0% |
| 1Y | +68.0% | +15.8% | +52.2% | +47.3% |
| 3Y | +149.5% | +56.5% | +93.0% | +67.5% |
| All | +127.9% | +34.6% | +93.4% | +69.4% |
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 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