+1,214.9%
MPC vs NTNX
+148.8%
+1,066.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +1.8% | -3.1% | +5.0% | +2.4% |
| 30D | +14.0% | +2.0% | +12.0% | +13.5% |
| 3M | +52.2% | +34.0% | +18.3% | +44.5% |
| 6M | +75.8% | +72.4% | +3.4% | +59.0% |
| YTD | +146.3% | +27.5% | +118.8% | +133.5% |
| 1Y | +120.8% | -18.7% | +139.5% | +125.1% |
| 3Y | +172.6% | +80.8% | +91.9% | +134.4% |
| 5Y | +678.2% | +54.5% | +623.7% | +562.9% |
| All | +1,214.9% | +148.8% | +1,066.1% | +855.7% |
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