+61.7%
NTAP vs MULL
+2,481.0%
-2,419.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.2% |
| 7D | +3.3% | +14.0% | -10.7% | +1.8% |
| 30D | -0.2% | +24.8% | -25.0% | -2.9% |
| 3M | +11.4% | -16.1% | +27.5% | +8.0% |
| 6M | +88.7% | +330.9% | -242.2% | +44.0% |
| YTD | +78.9% | +545.0% | -466.1% | +24.1% |
| 1Y | +58.8% | +2,427.1% | -2,368.3% | -17.3% |
| All | +61.7% | +2,481.0% | -2,419.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling