+57.9%
NTAP vs MULL
+2,620.5%
-2,562.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -2.9% |
| 7D | +2.2% | +14.8% | -12.6% | +0.7% |
| 30D | -7.0% | +36.6% | -43.6% | -10.3% |
| 3M | +12.3% | -8.9% | +21.2% | +7.9% |
| 6M | +85.1% | +311.9% | -226.8% | +42.4% |
| YTD | +74.8% | +579.8% | -505.1% | +20.5% |
| 1Y | +52.7% | +2,421.5% | -2,368.9% | -20.1% |
| All | +57.9% | +2,620.5% | -2,562.6% | -28.1% |
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