+381.7%
MCO vs NTNX
+148.8%
+233.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -3.8% | -3.1% | -0.6% | -3.2% |
| 30D | -0.4% | +2.0% | -2.4% | -0.8% |
| 3M | +7.7% | +34.0% | -26.2% | +2.3% |
| 6M | +7.0% | +72.4% | -65.4% | -3.2% |
| YTD | -6.4% | +27.5% | -33.9% | -11.1% |
| 1Y | -7.6% | -18.7% | +11.1% | -5.9% |
| 3Y | +43.2% | +80.8% | -37.5% | +24.1% |
| 5Y | +29.6% | +54.5% | -24.9% | +10.7% |
| All | +381.7% | +148.8% | +233.0% | +257.6% |
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