+124.8%
NTAP vs MKC
-34.7%
+159.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +2.2% | -4.3% | +6.5% | +2.6% |
| 30D | -7.0% | -3.1% | -3.9% | -6.8% |
| 3M | +12.3% | +6.8% | +5.5% | +11.3% |
| 6M | +85.1% | -18.3% | +103.5% | +88.7% |
| YTD | +74.8% | -23.1% | +97.8% | +79.0% |
| 1Y | +52.7% | -23.7% | +76.4% | +56.5% |
| 3Y | +147.7% | -31.0% | +178.7% | +158.2% |
| 5Y | +124.8% | -33.5% | +158.3% | +138.5% |
| All | +124.8% | -34.7% | +159.5% | +138.5% |
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