-65.7%
MARA vs NTNX
-16.9%
-48.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.1% | -6.3% | -11.8% |
| 7D | -18.0% | -17.2% | -0.8% | -13.0% |
| 30D | -46.4% | -20.2% | -26.2% | -42.6% |
| 3M | -47.7% | -4.0% | -43.7% | -46.1% |
| 6M | -51.6% | +34.8% | -86.5% | -54.6% |
| YTD | -34.5% | +13.3% | -47.8% | -39.5% |
| 1Y | -65.7% | -16.0% | -49.7% | -65.4% |
| All | -65.7% | -16.9% | -48.8% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling