+18,710.3%
NTAP vs MTB
+2,290.7%
+16,419.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -7.8% | -0.7% | -7.1% | -7.4% |
| 30D | -25.8% | +1.4% | -27.2% | -26.3% |
| 3M | -11.2% | -11.6% | +0.3% | -5.9% |
| 6M | +49.9% | +5.4% | +44.5% | +45.5% |
| YTD | +66.9% | +11.7% | +55.1% | +57.0% |
| 1Y | +58.8% | +20.5% | +38.3% | +44.1% |
| 3Y | +140.8% | +104.5% | +36.3% | +66.2% |
| 5Y | +115.0% | +65.1% | +49.9% | +58.0% |
| 10Y | +570.8% | +119.5% | +451.3% | +293.6% |
| All | +18,710.3% | +2,290.7% | +16,419.6% | +2,414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling