+178.9%
MCD vs NTNX
+146.9%
+32.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -2.5% | -3.9% | +1.4% | -2.2% |
| 30D | -7.0% | +1.7% | -8.8% | -7.2% |
| 3M | -9.8% | +31.7% | -41.5% | -11.8% |
| 6M | -21.8% | +69.4% | -91.1% | -25.3% |
| YTD | -15.6% | +26.6% | -42.1% | -17.6% |
| 1Y | -15.2% | -15.2% | 0.0% | -14.7% |
| 3Y | -2.6% | +80.9% | -83.5% | -10.3% |
| 5Y | +18.9% | +53.3% | -34.4% | +8.7% |
| All | +178.9% | +146.9% | +32.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling