+56.9%
NTAP vs MULL
+2,366.2%
-2,309.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.3% | +8.7% | +0.3% |
| 7D | -1.0% | +3.6% | -4.6% | -1.5% |
| 30D | -7.5% | +22.0% | -29.5% | -9.8% |
| 3M | +14.6% | -8.6% | +23.3% | +9.9% |
| 6M | +91.0% | +248.5% | -157.5% | +49.8% |
| YTD | +73.7% | +516.3% | -442.6% | +20.9% |
| 1Y | +51.2% | +2,036.6% | -1,985.4% | -19.1% |
| All | +56.9% | +2,366.2% | -2,309.2% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling