+177.9%
MCHP vs NTNX
+155.4%
+22.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -9.2% | +1.6% | -10.8% | -9.6% |
| 3M | -24.5% | +37.3% | -61.8% | -31.1% |
| 6M | +16.7% | +72.3% | -55.6% | -1.4% |
| YTD | +14.1% | +31.0% | -16.9% | +3.3% |
| 1Y | +13.4% | -14.6% | +27.9% | +14.9% |
| 3Y | -3.7% | +89.6% | -93.3% | -24.1% |
| 5Y | -0.8% | +62.2% | -63.0% | -22.7% |
| All | +177.9% | +155.4% | +22.5% | +72.8% |
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