+57.6%
NTNX vs MKTX
-60.5%
+118.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +2.0% | +0.7% | +1.2% | +1.8% |
| 3M | +34.0% | +40.8% | -6.8% | +23.8% |
| 6M | +72.4% | -8.0% | +80.4% | +74.9% |
| YTD | +27.5% | -8.7% | +36.3% | +29.4% |
| 1Y | -18.7% | -11.8% | -6.9% | -17.1% |
| 3Y | +80.8% | -24.0% | +104.8% | +82.8% |
| All | +57.6% | -60.5% | +118.1% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling