+210.4%
MGY vs NTNX
+217.4%
-7.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +3.5% | -3.1% | +6.7% | +4.1% |
| 30D | +5.3% | +2.0% | +3.3% | +4.8% |
| 3M | +2.6% | +34.0% | -31.3% | -3.0% |
| 6M | -3.3% | +72.4% | -75.7% | -13.3% |
| YTD | +29.2% | +27.5% | +1.7% | +21.8% |
| 1Y | +18.0% | -18.7% | +36.8% | +20.4% |
| 3Y | +30.0% | +80.8% | -50.7% | +10.3% |
| 5Y | +92.7% | +54.5% | +38.2% | +62.9% |
| All | +210.4% | +217.4% | -7.0% | +122.8% |
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