+143.4%
NTAP vs MXL
+40.1%
+103.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.5% | +1.0% | +7.5% |
| 7D | +7.4% | +18.9% | -11.5% | +4.7% |
| 30D | -1.4% | +0.3% | -1.7% | -1.9% |
| 3M | +24.6% | -8.0% | +32.6% | +22.0% |
| 6M | +105.9% | +341.2% | -235.4% | +41.7% |
| YTD | +88.5% | +327.8% | -239.3% | +29.9% |
| 1Y | +62.1% | +364.9% | -302.8% | +8.9% |
| 3Y | +169.1% | +229.2% | -60.2% | +74.3% |
| All | +143.4% | +40.1% | +103.3% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling