+56.9%
NTAP vs MULL
+1,351.1%
-1,294.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +24.0% | -20.0% | +1.4% |
| 7D | -2.4% | -2.5% | +0.1% | -3.0% |
| 30D | -23.4% | -40.1% | +16.6% | -20.2% |
| 3M | -7.5% | -28.2% | +20.7% | -6.2% |
| 6M | +56.4% | -39.6% | +96.0% | +51.6% |
| YTD | +73.6% | +262.6% | -189.0% | +25.7% |
| 1Y | +68.4% | +366.2% | -297.8% | +14.8% |
| All | +56.9% | +1,351.1% | -1,294.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling