-7.7%
MDB vs NTNX
-9.1%
+1.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.0% |
| 7D | -16.5% | -12.3% | -4.2% | -7.9% |
| 30D | -8.6% | -13.2% | +4.6% | +1.9% |
| 3M | -13.6% | +3.6% | -17.2% | -14.4% |
| 6M | +24.1% | +45.7% | -21.6% | +1.7% |
| YTD | -21.8% | +23.2% | -45.0% | -34.6% |
| 1Y | -7.7% | -9.1% | +1.4% | -17.6% |
| All | -7.7% | -9.1% | +1.4% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling