+1,043.8%
MOD vs NTNX
+127.8%
+916.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.7% | +28.0% |
| 7D | +40.4% | +3.4% | +37.0% | +39.5% |
| 30D | -14.0% | -13.6% | -0.4% | -11.4% |
| 3M | -33.3% | -11.1% | -22.2% | -31.7% |
| 6M | -51.4% | +35.7% | -87.1% | -54.5% |
| YTD | +1.6% | +16.8% | -15.2% | -3.3% |
| 1Y | +5.4% | -9.1% | +14.5% | +5.0% |
| 3Y | +191.0% | +55.8% | +135.2% | +159.9% |
| 5Y | +1,093.1% | +73.4% | +1,019.8% | +913.8% |
| 10Y | +1,095.2% | +113.6% | +981.7% | +803.3% |
| All | +1,043.8% | +127.8% | +916.0% | +753.2% |
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