+68.1%
NTAP vs MULL
+444.9%
-376.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.8% | +12.1% | -0.7% |
| 7D | -16.1% | -35.9% | +19.8% | -13.7% |
| 30D | -15.9% | -47.3% | +31.4% | -12.9% |
| 3M | -1.2% | -30.6% | +29.3% | +0.4% |
| 6M | +70.1% | +13.7% | +56.4% | +65.9% |
| YTD | +77.9% | +272.1% | -194.2% | +59.3% |
| 1Y | +68.1% | +475.1% | -406.9% | +42.4% |
| All | +68.1% | +444.9% | -376.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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