-16.4%
MLM vs NTNX
+0.3%
-16.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.9% |
| 30D | -6.8% | +11.6% | -18.5% | -6.9% |
| 3M | -11.2% | +23.8% | -35.0% | -11.2% |
| 6M | -21.8% | +68.8% | -90.6% | -22.0% |
| YTD | -17.0% | +31.7% | -48.6% | -16.4% |
| 1Y | -16.4% | -0.9% | -15.5% | -14.2% |
| All | -16.4% | +0.3% | -16.6% | -14.2% |
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