+68.0%
NTAP vs MKC
-25.8%
+93.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.4% |
| 7D | +7.2% | -3.0% | +10.2% | +6.9% |
| 30D | -18.4% | +4.8% | -23.2% | -18.1% |
| 3M | -11.3% | -12.8% | +1.5% | -11.1% |
| 6M | +53.8% | +5.0% | +48.7% | +54.2% |
| YTD | +72.0% | -29.1% | +101.0% | +67.3% |
| 1Y | +68.0% | -26.4% | +94.4% | +65.0% |
| All | +68.0% | -25.8% | +93.8% | +65.0% |
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