+51.2%
NTAP vs MKC
-23.8%
+75.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.0% | -2.8% | +1.9% | -1.0% |
| 30D | -7.5% | -3.4% | -4.1% | -7.6% |
| 3M | +14.6% | +3.8% | +10.9% | +14.6% |
| 6M | +91.0% | -17.9% | +108.9% | +87.9% |
| YTD | +73.7% | -23.6% | +97.3% | +68.9% |
| 1Y | +51.2% | -23.1% | +74.3% | +48.0% |
| All | +51.2% | -23.8% | +75.0% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling