+242.7%
MET vs NTNX
+148.8%
+93.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.5% | -3.1% | +2.7% | 0.0% |
| 30D | +0.5% | +2.0% | -1.5% | +0.1% |
| 3M | +11.6% | +34.0% | -22.4% | +6.7% |
| 6M | +40.8% | +72.4% | -31.6% | +28.8% |
| YTD | +25.7% | +27.5% | -1.9% | +19.9% |
| 1Y | +24.4% | -18.7% | +43.1% | +26.4% |
| 3Y | +67.5% | +80.8% | -13.3% | +47.9% |
| 5Y | +85.8% | +54.5% | +31.3% | +62.2% |
| All | +242.7% | +148.8% | +93.9% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling