-9.1%
NTNX vs MKTX
+5.4%
-14.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -12.3% | +0.5% | -12.8% | -12.4% |
| 30D | -13.2% | +1.0% | -14.2% | -13.4% |
| 3M | +3.6% | +2.5% | +1.1% | +3.2% |
| 6M | +45.7% | +8.0% | +37.6% | +49.8% |
| YTD | +23.2% | -7.3% | +30.5% | +30.0% |
| 1Y | -9.1% | +4.7% | -13.7% | -7.7% |
| All | -9.1% | +5.4% | -14.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling