+68.1%
NTAP vs MXL
+276.5%
-208.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.1% | +9.5% | -0.6% |
| 7D | -16.1% | -24.3% | +8.2% | -14.0% |
| 30D | -15.9% | -46.1% | +30.2% | -12.0% |
| 3M | -1.2% | -21.8% | +20.6% | +0.6% |
| 6M | +70.1% | -27.2% | +97.3% | +71.3% |
| YTD | +77.9% | +226.2% | -148.2% | +39.6% |
| 1Y | +68.1% | +297.0% | -228.9% | +23.3% |
| All | +68.1% | +276.5% | -208.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling