+138.8%
MLM vs NTNX
+108.9%
+29.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.9% | +3.4% | -4.3% | -1.3% |
| 30D | +9.0% | -13.6% | +22.6% | +10.9% |
| 3M | -5.6% | -11.1% | +5.6% | -4.4% |
| 6M | -10.7% | +35.7% | -46.4% | -14.5% |
| YTD | -17.2% | +16.8% | -34.0% | -19.7% |
| 1Y | -14.2% | -9.1% | -5.1% | -14.3% |
| 3Y | +15.6% | +55.8% | -40.2% | +4.9% |
| 5Y | +26.2% | +73.4% | -47.1% | +9.7% |
| All | +138.8% | +108.9% | +29.8% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling