+1,541.3%
MOD vs NTNX
+156.8%
+1,384.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -1.6% | +11.2% | +9.9% |
| 30D | 0.0% | +11.6% | -11.6% | -2.1% |
| 3M | -35.4% | +23.8% | -59.2% | -38.3% |
| 6M | -7.3% | +68.8% | -76.1% | -17.5% |
| YTD | +45.8% | +31.7% | +14.1% | +35.3% |
| 1Y | +43.1% | -0.9% | +44.0% | +39.9% |
| 3Y | +297.7% | +95.0% | +202.7% | +240.3% |
| 5Y | +1,478.8% | +57.4% | +1,421.4% | +1,259.2% |
| All | +1,541.3% | +156.8% | +1,384.5% | +1,094.0% |
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