+78.2%
NTNX vs MTCH
+158.4%
-80.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | +2.0% | +15.9% | -13.9% | -3.1% |
| 3M | +34.0% | +23.3% | +10.7% | +24.6% |
| 6M | +72.4% | +40.1% | +32.2% | +53.5% |
| YTD | +27.5% | +33.6% | -6.1% | +15.5% |
| 1Y | -18.7% | +14.1% | -32.8% | -22.7% |
| 3Y | +80.8% | +1.4% | +79.3% | +70.3% |
| 5Y | +54.5% | -73.1% | +127.6% | +124.9% |
| All | +78.2% | +158.4% | -80.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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