+30.0%
MGY vs NTNX
+82.3%
-52.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +3.5% | -3.1% | +6.7% | +3.9% |
| 30D | +5.3% | +2.0% | +3.3% | +4.9% |
| 3M | +2.6% | +34.0% | -31.3% | -1.2% |
| 6M | -3.3% | +72.4% | -75.7% | -10.5% |
| YTD | +29.2% | +27.5% | +1.7% | +24.7% |
| 1Y | +18.0% | -18.7% | +36.8% | +22.5% |
| 3Y | +30.0% | +80.8% | -50.7% | +10.4% |
| All | +30.0% | +82.3% | -52.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling