+51.0%
NTAP vs MLM
-14.5%
+65.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -15.1% | -4.1% | -10.9% | -14.5% |
| 30D | -28.1% | +8.2% | -36.2% | -28.7% |
| 3M | -11.4% | -3.6% | -7.9% | -10.5% |
| 6M | +52.2% | -15.6% | +67.8% | +58.1% |
| YTD | +60.4% | -16.4% | +76.8% | +62.6% |
| 1Y | +51.0% | -14.3% | +65.3% | +51.9% |
| All | +51.0% | -14.5% | +65.5% | +51.9% |
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