+178.4%
MCD vs NTNX
+148.8%
+29.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -1.0% |
| 30D | -7.8% | +2.0% | -9.7% | -7.9% |
| 3M | -10.7% | +34.0% | -44.6% | -12.8% |
| 6M | -21.3% | +72.4% | -93.7% | -24.9% |
| YTD | -15.8% | +27.5% | -43.3% | -17.8% |
| 1Y | -16.0% | -18.7% | +2.7% | -15.2% |
| 3Y | -3.0% | +80.8% | -83.7% | -10.7% |
| 5Y | +18.6% | +54.5% | -35.9% | +8.4% |
| All | +178.4% | +148.8% | +29.6% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling