+16.5%
MLM vs NTNX
+85.1%
-68.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -2.7% | +0.1% | -2.9% | -2.7% |
| 30D | -8.3% | +3.8% | -12.2% | -8.7% |
| 3M | -12.0% | +31.9% | -43.9% | -14.4% |
| 6M | -17.6% | +68.5% | -86.1% | -22.4% |
| YTD | -18.9% | +29.5% | -48.4% | -21.1% |
| 1Y | -17.6% | -11.6% | -6.0% | -15.8% |
| All | +16.5% | +85.1% | -68.6% | -8.8% |
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 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