+19,691.7%
NTAP vs MTB
+2,499.1%
+17,192.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.6% |
| 30D | -0.5% | -4.2% | +3.6% | +1.5% |
| 3M | +4.1% | +8.9% | -4.8% | -0.3% |
| 6M | +88.0% | +10.9% | +77.1% | +77.8% |
| YTD | +75.6% | +21.5% | +54.1% | +58.8% |
| 1Y | +58.9% | +21.9% | +37.0% | +43.3% |
| 3Y | +153.6% | +109.2% | +44.3% | +72.3% |
| 5Y | +127.6% | +102.0% | +25.7% | +51.1% |
| 10Y | +580.4% | +171.9% | +408.5% | +259.5% |
| All | +19,691.7% | +2,499.1% | +17,192.7% | +2,443.8% |
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