-25.3%
MDB vs NTNX
+54.0%
-79.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | -1.8% | -3.1% | +1.4% | 0.0% |
| 30D | -17.3% | +2.0% | -19.2% | -18.1% |
| 3M | +2.2% | +34.0% | -31.8% | -13.1% |
| 6M | +33.9% | +72.4% | -38.5% | -0.3% |
| YTD | -13.7% | +27.5% | -41.2% | -24.7% |
| 1Y | +9.1% | -18.7% | +27.8% | +19.7% |
| 3Y | -8.1% | +80.8% | -88.9% | -35.3% |
| All | -25.3% | +54.0% | -79.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling