+568.7%
NTAP vs MKC
+29.3%
+539.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.0% | -2.8% | +1.9% | -0.2% |
| 30D | -7.5% | -3.4% | -4.1% | -6.8% |
| 3M | +14.6% | +3.8% | +10.9% | +13.0% |
| 6M | +91.0% | -17.9% | +108.9% | +99.8% |
| YTD | +73.7% | -23.6% | +97.3% | +84.6% |
| 1Y | +51.2% | -23.1% | +74.3% | +59.9% |
| 3Y | +146.1% | -31.5% | +177.6% | +165.4% |
| 5Y | +122.8% | -33.1% | +155.9% | +137.0% |
| All | +568.7% | +29.3% | +539.4% | +441.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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