+1,082.7%
MOD vs NTNX
+73.4%
+1,009.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.7% | +28.0% |
| 7D | +40.4% | +3.4% | +37.0% | +39.4% |
| 30D | -14.0% | -13.6% | -0.4% | -11.3% |
| 3M | -33.3% | -11.1% | -22.2% | -31.6% |
| 6M | -51.4% | +35.7% | -87.1% | -54.6% |
| YTD | +1.6% | +16.8% | -15.2% | -3.2% |
| 1Y | +5.4% | -9.1% | +14.5% | +6.3% |
| 3Y | +191.0% | +55.8% | +135.2% | +163.5% |
| All | +1,082.7% | +73.4% | +1,009.3% | +980.1% |
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 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