-66.3%
MARA vs NTNX
+54.0%
-120.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.4% |
| 7D | +5.9% | -3.1% | +9.1% | +7.8% |
| 30D | +24.3% | +2.0% | +22.3% | +23.0% |
| 3M | -12.0% | +34.0% | -45.9% | -26.0% |
| 6M | +40.1% | +72.4% | -32.3% | -0.4% |
| YTD | +33.4% | +27.5% | +5.9% | +11.2% |
| 1Y | -23.7% | -18.7% | -5.0% | -18.0% |
| 3Y | +19.0% | +80.8% | -61.8% | -32.3% |
| All | -66.3% | +54.0% | -120.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling