+153.5%
NTAP vs MTB
+118.5%
+35.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.3% | +2.8% | +0.5% | +2.1% |
| 30D | -0.2% | -4.2% | +4.0% | +1.5% |
| 3M | +11.4% | +7.8% | +3.6% | +7.8% |
| 6M | +88.7% | +14.8% | +73.9% | +77.4% |
| YTD | +78.9% | +20.8% | +58.1% | +64.4% |
| 1Y | +58.8% | +23.1% | +35.7% | +44.5% |
| 3Y | +153.5% | +114.8% | +38.7% | +93.4% |
| All | +153.5% | +118.5% | +35.0% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling