+55.4%
NTAP vs MULL
+1,230.7%
-1,175.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.6% | -2.0% |
| 7D | +7.2% | +24.5% | -17.3% | +4.3% |
| 30D | -18.4% | -35.5% | +17.1% | -15.5% |
| 3M | -11.3% | -44.8% | +33.5% | -7.6% |
| 6M | +53.8% | -45.5% | +99.2% | +50.9% |
| YTD | +72.0% | +232.5% | -160.6% | +25.7% |
| 1Y | +68.0% | +343.3% | -275.2% | +15.0% |
| All | +55.4% | +1,230.7% | -1,175.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling