-18.1%
MLM vs NTNX
-14.1%
-3.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -1.3% | -3.9% | +2.6% | -1.2% |
| 30D | -9.1% | +1.7% | -10.8% | -9.1% |
| 3M | -9.0% | +31.7% | -40.7% | -8.8% |
| 6M | -17.0% | +69.4% | -86.4% | -17.3% |
| YTD | -19.0% | +26.6% | -45.5% | -18.2% |
| 1Y | -18.1% | -15.2% | -2.9% | -13.2% |
| All | -18.1% | -14.1% | -3.9% | -13.2% |
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