+98.6%
MMM vs NTNX
+82.3%
+16.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -2.1% | -3.1% | +1.0% | -1.8% |
| 30D | -9.8% | +2.0% | -11.8% | -10.1% |
| 3M | +4.9% | +34.0% | -29.0% | +1.4% |
| 6M | +7.3% | +72.4% | -65.1% | -0.1% |
| YTD | +4.5% | +27.5% | -23.0% | +1.1% |
| 1Y | +5.4% | -18.7% | +24.1% | +8.5% |
| 3Y | +98.6% | +80.8% | +17.8% | +71.6% |
| All | +98.6% | +82.3% | +16.3% | +71.6% |
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 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