+127.9%
NTAP vs MKC
-35.5%
+163.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +7.2% | -3.0% | +10.2% | +7.4% |
| 30D | -18.4% | +4.8% | -23.2% | -18.8% |
| 3M | -11.3% | -12.8% | +1.5% | -10.3% |
| 6M | +53.8% | +5.0% | +48.7% | +52.4% |
| YTD | +72.0% | -29.1% | +101.0% | +77.4% |
| 1Y | +68.0% | -26.4% | +94.4% | +72.4% |
| 3Y | +149.5% | -21.6% | +171.1% | +149.5% |
| All | +127.9% | -35.5% | +163.5% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling