+1,029.4%
MDB vs NTNX
+154.2%
+875.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -1.8% | -3.1% | +1.4% | -0.4% |
| 30D | -17.3% | +2.0% | -19.2% | -17.9% |
| 3M | +2.2% | +34.0% | -31.8% | -10.2% |
| 6M | +33.9% | +72.4% | -38.5% | +5.5% |
| YTD | -13.7% | +27.5% | -41.2% | -22.4% |
| 1Y | +9.1% | -18.7% | +27.8% | +18.1% |
| 3Y | -8.1% | +80.8% | -88.9% | -29.9% |
| 5Y | -25.9% | +54.5% | -80.4% | -43.3% |
| All | +1,029.4% | +154.2% | +875.2% | +560.1% |
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