+19,285.3%
NTAP vs MKC
+1,446.6%
+17,838.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +7.2% | -3.0% | +10.2% | +8.1% |
| 30D | -18.4% | +4.8% | -23.2% | -20.0% |
| 3M | -11.3% | -12.8% | +1.5% | -8.2% |
| 6M | +53.8% | +5.0% | +48.7% | +49.6% |
| YTD | +72.0% | -29.1% | +101.0% | +87.3% |
| 1Y | +68.0% | -26.4% | +94.4% | +80.6% |
| 3Y | +149.5% | -21.6% | +171.1% | +156.3% |
| 5Y | +125.6% | -35.2% | +160.8% | +142.6% |
| 10Y | +583.1% | +25.6% | +557.5% | +468.2% |
| All | +19,285.3% | +1,446.6% | +17,838.8% | +9,916.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling