+79.5%
MDLZ vs NTNX
+148.8%
-69.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +1.9% | -3.1% | +5.0% | +2.1% |
| 30D | +0.4% | +2.0% | -1.5% | +0.3% |
| 3M | -0.6% | +34.0% | -34.6% | -2.2% |
| 6M | +14.7% | +72.4% | -57.7% | +11.2% |
| YTD | +18.0% | +27.5% | -9.5% | +16.1% |
| 1Y | +4.1% | -18.7% | +22.9% | +4.9% |
| 3Y | -4.6% | +80.8% | -85.3% | -10.5% |
| 5Y | +18.4% | +54.5% | -36.1% | +10.2% |
| All | +79.5% | +148.8% | -69.3% | +48.8% |
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