+664.5%
NTAP vs MXL
+249.5%
+415.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | -0.5% | -7.0% | +6.5% | 0.0% |
| 3M | +4.1% | -33.4% | +37.5% | +7.3% |
| 6M | +88.0% | +260.2% | -172.2% | +29.6% |
| YTD | +75.6% | +260.0% | -184.4% | +20.6% |
| 1Y | +58.9% | +303.5% | -244.6% | +5.7% |
| 3Y | +153.6% | +160.4% | -6.9% | +66.6% |
| 5Y | +127.6% | +14.7% | +112.9% | +68.0% |
| 10Y | +580.4% | +215.6% | +364.8% | +272.3% |
| All | +664.5% | +249.5% | +415.0% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling