+58.8%
NTAP vs MLM
-12.9%
+71.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -7.8% | -2.9% | -4.9% | -7.3% |
| 30D | -25.8% | +10.4% | -36.2% | -26.6% |
| 3M | -11.2% | -3.7% | -7.5% | -10.1% |
| 6M | +49.9% | -10.3% | +60.2% | +53.9% |
| YTD | +66.9% | -14.8% | +81.7% | +68.7% |
| 1Y | +58.8% | -13.9% | +72.7% | +60.1% |
| All | +58.8% | -12.9% | +71.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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