+250.2%
MNST vs NTNX
+152.6%
+97.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -6.3% | +3.8% | -10.1% | -6.7% |
| 3M | -5.0% | +31.9% | -36.9% | -7.6% |
| 6M | +13.1% | +68.5% | -55.3% | +6.9% |
| YTD | +11.8% | +29.5% | -17.8% | +8.2% |
| 1Y | +35.2% | -11.6% | +46.9% | +35.7% |
| 3Y | +52.0% | +85.1% | -33.1% | +37.2% |
| 5Y | +77.9% | +54.8% | +23.0% | +59.4% |
| All | +250.2% | +152.6% | +97.6% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling