+209.3%
MLM vs NTNX
+156.8%
+52.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -6.8% | +11.6% | -18.5% | -8.1% |
| 3M | -11.2% | +23.8% | -35.0% | -13.6% |
| 6M | -21.8% | +68.8% | -90.6% | -27.2% |
| YTD | -17.0% | +31.7% | -48.6% | -20.4% |
| 1Y | -16.4% | -0.9% | -15.5% | -17.3% |
| 3Y | +14.5% | +95.0% | -80.5% | +1.7% |
| 5Y | +41.7% | +57.4% | -15.7% | +25.5% |
| All | +209.3% | +156.8% | +52.5% | +134.6% |
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