+12.6%
MGY vs NTNX
-16.9%
+29.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.1% | +8.7% | +0.6% |
| 7D | -10.3% | -17.2% | +6.9% | -10.5% |
| 30D | -1.8% | -20.2% | +18.5% | -2.1% |
| 3M | -0.1% | -4.0% | +3.8% | -0.2% |
| 6M | -22.8% | +34.8% | -57.6% | -22.8% |
| YTD | +9.5% | +13.3% | -3.7% | +9.4% |
| 1Y | +12.6% | -16.0% | +28.6% | +15.5% |
| All | +12.6% | -16.9% | +29.4% | +15.5% |
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