+1,549.0%
MOD vs NTNX
+54.0%
+1,494.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.7% |
| 6M | -5.6% | +72.4% | -78.0% | -17.2% |
| YTD | +41.8% | +27.5% | +14.3% | +32.4% |
| 1Y | +28.9% | -18.7% | +47.6% | +34.4% |
| 3Y | +304.1% | +80.8% | +223.4% | +254.8% |
| All | +1,549.0% | +54.0% | +1,494.9% | +1,398.8% |
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 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