+1,496.1%
MOD vs NTNX
+148.8%
+1,347.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | -2.8% | -3.1% | +0.4% | -2.1% |
| 30D | -5.1% | +2.0% | -7.1% | -5.5% |
| 3M | -30.3% | +34.0% | -64.2% | -34.5% |
| 6M | -5.6% | +72.4% | -78.0% | -16.4% |
| YTD | +41.8% | +27.5% | +14.3% | +32.4% |
| 1Y | +28.9% | -18.7% | +47.6% | +31.5% |
| 3Y | +304.1% | +80.8% | +223.4% | +250.6% |
| 5Y | +1,575.2% | +54.5% | +1,520.7% | +1,347.6% |
| All | +1,496.1% | +148.8% | +1,347.4% | +1,068.4% |
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