+188.5%
MCHP vs NTNX
+148.8%
+39.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | 0.0% | -3.1% | +3.2% | +0.9% |
| 30D | -6.0% | +2.0% | -8.0% | -6.7% |
| 3M | -19.7% | +34.0% | -53.6% | -26.2% |
| 6M | +14.0% | +72.4% | -58.4% | -3.7% |
| YTD | +18.4% | +27.5% | -9.1% | +8.1% |
| 1Y | +17.1% | -18.7% | +35.8% | +20.4% |
| 3Y | +0.7% | +80.8% | -80.0% | -19.6% |
| 5Y | +5.1% | +54.5% | -49.4% | -17.1% |
| All | +188.5% | +148.8% | +39.7% | +80.7% |
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