+110.7%
MCK vs NTNX
+82.3%
+28.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.9% |
| 30D | +0.4% | +2.0% | -1.5% | +0.4% |
| 3M | +12.1% | +34.0% | -21.9% | +11.3% |
| 6M | -5.4% | +72.4% | -77.8% | -6.7% |
| YTD | +7.8% | +27.5% | -19.7% | +7.2% |
| 1Y | +22.9% | -18.7% | +41.7% | +23.8% |
| 3Y | +110.7% | +80.8% | +30.0% | +112.3% |
| All | +110.7% | +82.3% | +28.4% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling